Stata
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johnny009
Hi,after doing Davidson-MacKinnon test of exogeneity p-value is 0.9413. Since I've never used this test in STATA can you help me about interpretation. Durbin-Wu-Hausman test is used after -ivreg- and if it is p<0,05 then variable is endogenous. What is conclusion about endogeneity in this case? I'm using -dmexogxt- after -xtivreg-. Thanks!
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