Dear all,
I need "eprobit" to handle endogenous treatment and selection but Stata does not give test statistics, and I would appreciate it if anyone could help me how to obtain test statistics.
With endogeneity alone, ivprobit provides Wald test of exogeneity.
With selection alone, heckprobit provides LR test of independence.
With endogeneity and selection, eprobit provides correlation between errors, but not test statistics.
Thanks,
Kang
I need "eprobit" to handle endogenous treatment and selection but Stata does not give test statistics, and I would appreciate it if anyone could help me how to obtain test statistics.
With endogeneity alone, ivprobit provides Wald test of exogeneity.
With selection alone, heckprobit provides LR test of independence.
With endogeneity and selection, eprobit provides correlation between errors, but not test statistics.
Thanks,
Kang
