topic Re: How to test endogeneity. in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/How-to-test-endogeneity/m-p/146886#M7722 <HTML><HEAD></HEAD><BODY><P>Check this</P><P><A class="active_link" href="https://www.aeaweb.org/committees/AEACEE/Econometrics_Handbook/mod2/mod2part4.pdf">DURBIN, HAUSMAN AND WU TEST FOR ENDOGENEITY</A></P><P>1. Estimate the first-stage model.</P><P>2. Include the first-stage residual in the structural model along with the endogenous X</P><P>3. Test for significance of the coefficient on residual</P></BODY></HTML> Sat, 31 Jan 2015 11:15:09 GMT mohamed_zaki 2015-01-31T11:15:09Z How to test endogeneity. https://communities.sas.com/t5/Statistical-Procedures/How-to-test-endogeneity/m-p/146885#M7721 <HTML><HEAD></HEAD><BODY><P>Is anybody know how to test endogeneity, i.e., the correlation among independent variables and model residuals in SAS procedures, such as REG and AUTOREG?&nbsp; Thank you.</P></BODY></HTML> Fri, 30 Jan 2015 20:02:57 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-test-endogeneity/m-p/146885#M7721 wutao9999 2015-01-30T20:02:57Z Re: How to test endogeneity. https://communities.sas.com/t5/Statistical-Procedures/How-to-test-endogeneity/m-p/146886#M7722 <HTML><HEAD></HEAD><BODY><P>Check this</P><P><A class="active_link" href="https://www.aeaweb.org/committees/AEACEE/Econometrics_Handbook/mod2/mod2part4.pdf">DURBIN, HAUSMAN AND WU TEST FOR ENDOGENEITY</A></P><P>1. Estimate the first-stage model.</P><P>2. Include the first-stage residual in the structural model along with the endogenous X</P><P>3. Test for significance of the coefficient on residual</P></BODY></HTML> Sat, 31 Jan 2015 11:15:09 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-test-endogeneity/m-p/146886#M7722 mohamed_zaki 2015-01-31T11:15:09Z