Start networking and exchanging professional insights

Register now or log in to join your professional community.

Follow

Apart from hausman test, what are the other important frontier tests for endogeneity?

For example :in Econometric models like Tobit regression and Censored regression models

user-image
Question added by Sreejith Aravindakshan , Research Consultant , International Maize and Wheat Improvement Center (CIMMYT), South Asia Regional Centre
Date Posted: 2013/07/10
Sreejith Aravindakshan
by Sreejith Aravindakshan , Research Consultant , International Maize and Wheat Improvement Center (CIMMYT), South Asia Regional Centre

Thanks Nezar Banawi for your answer.
I was looking for a substitute to Hausman test (HT).
I am aware that the 'HT' tests for endogeneity of a potential endogenous variable in a model , usually by significance evaluation of the endogenous predictors and the instruments.
Nonetheless, I am looking for other robust tests for endogeneity :)

nezar banawi
by nezar banawi , عمل خاص , عمل خاص

The test evaluates the significance[clarification needed] of an estimator versus an alternative estimator.
It helps one evaluate if a statistical model corresponds to the data.

Haseeb Anjum
by Haseeb Anjum , Teacher , British Overseas School

Do you mean the Durbin–Wu–Hausman test (augmented regression test) for endogeneity? I don't think there is a credible alternate test (I could be wrong) but this is what I use..

Edit: I found this on the net: http://www.emeraldinsight.com/doi/abs/10.1108/S%282012%(The Hausman Test, and Some Alternatives, with Heteroskedastic Data)

 

Basically the authors of the paper have devised some new tests that you can use (but they are not "standard" or well used in the market)

More Questions Like This