Interpreting endogeneity test after ivregress with robust SE

[Parul Gupta]

I am running IV regression with robust standard errors.

forv j=1/3 {

qui: ivregress 2sls y_`j' x1 x2 x3 i.district_code (x4=x_IV) [pw=hh_multiplier], first vce(robust)
est store r`j'
estat first, forcenonrobust
estat endogenous, forceweights forcenonrobust
}

I get the following result with the endogeneity test.

Tests of endogeneity
  H0: Variables are exogenous

  Durbin (score) chi2(1)          =  3.01216  (p = 0.0826)
  Wu-Hausman F(1,10019)           =  2.84491  (p = 0.0917)
  Robust score chi2(1)            =  2.87405  (p = 0.0900)
  Robust regression F(1,10019)    =  1.78155  (p = 0.1820)

How to interpret these? Especially the last two lines?

[Parul Gupta]

Could anyone provide help on this pls?