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frogger
2006 Aug 09
1
NLS and IV
Hello All,
I'm looking to test a variable in a logit model (glm(...,
binomial(link="logit"))) for exogeneity (endogeneity). At this point I am
planning to try implementing Jeffery Grogger's "A Simple Test for Exogeneity in
Probit, Logit, and Poisson Regression Models", Economic Letters, 1990. To do
this, I need to be able to do an instrumental variables NLS regression. Is
there a simple way to do this?
Alternatively, is there any other test for exogeneity (endogenei...