A Hausman test for a dummy variable in probit

Laura Greene Knapp and Terry Seaks

Applied Economics Letters, 1998, vol. 5, issue 5, 321-323

Abstract: A new Hausman test is presented for the exogeneity of a dummy variable in a probit model. It is very easy to implement because of the equivalence of the log likelihood functions for bivariate probit and recursive probit. The procedure is applied to a model of student loan default due to Knapp and Seaks (1992).

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (48)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:5:y:1998:i:5:p:321-323

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/758524410

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().