R help - Feb 2005 - single equation IV estimation in R using systemfit

Hello,

 

I see on the systemfit manual that you can estimate one-equation IV - I have
a variable, and need to test if it's endogeneous, but do not need to
estimate a system.

 

Does anyone have any examples of this?  Do you just run OLS with the
endogenous variable, and then run a Hausmann to test endogeneity of OLS
resid. vs. IV resid?

 

Thanks in advance,

DM


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