[Limdep Nlogit List] HEV & endogoneity

[Branka Valcic]

Dear Dr. Greene, thank you so much for your prompt reply. I will have to 
rethink my model setup. Perhaps there is a way to redefine "the 
problematic" variable...
Yours,
Branka

William Greene wrote:

>Dear Professor Valcic. I'm afraid I have never seen a test or an estimator
>for an endogenous RHS variable in an HEV model.  I could imagine
>using a predicted value in the estimator, but as hugely complicated as the
>HEV model is already, I wouldn't hold out much hope for a fix for the 
>asymptotic covariance matrix.  Sorry I can't be more helpful.
>Sincerely,
>B. Greene
>
>************************************************
>Professor William Greene
>Department of Economics
>Stern School of Business
>New York University
>44 West 4th St., Rm. 7-78
>New York, NY   10012
>Ph. 212.998.0876
>Fax. 212.995.4218
>URL. http://www.stern.nyu.edu/~wgreene
>Email. wgreene at stern.nyu.edu
>************************************************
>
>----- Original Message -----
>From: Branka Valcic <ffbv at uaf.edu>
>Date: Wednesday, March 22, 2006 6:13 pm
>Subject: [Limdep Nlogit List] HEV & endogoneity
>
>  
>
>>Greetings,
>>
>>I am running an HEV model but I suspect an endogeneity problem 
>>with one 
>>of my variables. Is there a way to test for endogoneity? Also, is 
>>there 
>>a way to fix the problem?
>>
>>Thanks,
>>
>>Branka
>>
>>------------------------
>>Branka Valcic
>>Assistant Professor
>>Economics Program
>>School of Management
>>University of Alaska Fairbanks
>>P.O. Box 756080
>>Fairbanks, Alaska 99775-6080
>>
>>Phone: (907) 474 2754
>>Fax: (907) 474 5219
>>URL: www.faculty.uaf.edu/ffbv
>>-------------------------
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>>Limdep site list
>>Limdep at limdep.itls.usyd.edu.au
>>http://limdep.itls.usyd.edu.au
>>
>>    
>>
>
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>