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A Hausman test for a dummy variable in probit

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  • Laura Greene Knapp
  • Terry Seaks
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    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).

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    File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/758524410&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

    Volume (Year): 5 (1998)
    Issue (Month): 5 ()
    Pages: 321-323

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    Handle: RePEc:taf:apeclt:v:5:y:1998:i:5:p:321-323

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    Cited by:
    1. Balia, Silvia & Jones, Andrew M., 2008. "Mortality, lifestyle and socio-economic status," Journal of Health Economics, Elsevier, vol. 27(1), pages 1-26, January.
    2. Vicenzo Carrieri & Marcel Bilger, 2009. "Preventive care: underused even when free. A tale from Italy," Research Papers by the Department of Economics, University of Geneva 2009.02, Département des Sciences Économiques, Université de Genève.
    3. Rowell, David & Connelly, Luke, 2010. "Labour market outcomes for people with a spinal cord injury," Economics & Human Biology, Elsevier, vol. 8(2), pages 223-232, July.
    4. Fukugawa, Nobuya, 2006. "Science parks in Japan and their value-added contributions to new technology-based firms," International Journal of Industrial Organization, Elsevier, vol. 24(2), pages 381-400, March.
    5. Brady, Gerard, 2013. "Network social capital and labour market outcomes Evidence from Ireland," MPRA Paper 47391, University Library of Munich, Germany.

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