endogeneity test in stata context

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I spent times estimating the effect of IPR (intellectual property right) on attracting technological trade at firm level data. However, when I think about it IPR is endogeneous. Could anyone let me know how to do the endogeneity test in stata context? 多谢指教.

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关键词：Endogeneity Context Contex Stata Text property about trade

woodridge的那本书上面对内生性的问题讲的比较多
而且还有stata的程序

谢谢回复. 我有看woodridge 的书 (econometric analysis of cross cross section and panel data) on pages 118-122 and also on page 285 there is a discussion of the endogenity test in a FE context which may be more relevant for purposes. 但我还是不大清楚在STATA 中怎么探测内生性. (不用endog option in ivreg2 或ivreg) .谢谢
那本书里有stata的程序吗?

richardqmul 发表于 2010-2-8 09:05
谢谢回复. 我有看woodridge 的书 (econometric analysis of cross cross section and panel data) on pages 118-122 and also on page 285 there is a discussion of the endogenity test in a FE context which may be more relevant for purposes. 但我还是不大清楚在STATA 中怎么探测内生性. (不用endog option in ivreg2 或ivreg) .谢谢
那本书里有stata的程序吗?

ssc install ivendog
help ivendog
Calculate Durbin-Wu-Hausman endogeneity test after ivregress or ivreg2

richardqmul 发表于 2010-2-8 09:05
谢谢回复. 我有看woodridge 的书 (econometric analysis of cross cross section and panel data) on pages 118-122 and also on page 285 there is a discussion of the endogenity test in a FE context which may be more relevant for purposes. 但我还是不大清楚在STATA 中怎么探测内生性. (不用endog option in ivreg2 或ivreg) .谢谢
那本书里有stata的程序吗?

你去看woodridge的那本初级的书上面讲的
Introductory Econometrics: A Modern Approach

http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge.html

Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
http://www.ats.ucla.edu/stat/stata/examples/eacspd/default.htm

检测x1是否内生变量：

reg x1 x2 x3 //先使用x1对方程右边的所有外生变量进行回归
predict vhat,resid
reg y x1 x2 x3 vhat //从方程输出的t检验判断vhat系数是否显著，如果显著则x1是内生变量

谢谢蓝色的回复.
我找到了相应的STATA程序在你介绍的网站15.7 http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge15.html.
同时, 谢谢eblog 的回复.你的方法和Wooldbridge所讲一样. 我明白怎么做endogeneity test 了.

richardqmul 发表于 2010-2-9 00:23
谢谢蓝色的回复.
我找到了相应的STATA程序在你介绍的网站15.7 http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge15.html.
同时, 谢谢eblog 的回复.你的方法和Wooldbridge所讲一样. 我明白怎么做endogeneity test 了.

wooldridge初级的书里面讲的很详细，所以一定要多看书

谢谢, 我会的.

看高手们回帖也是一种享受，虽然不很明白，学了很多。版主 eblog 牛人