822
Views
58
CrossRef citations to date
0
Altmetric
Original Articles

A Hausman test for a dummy variable in probit

&
Pages 321-323 | Received 18 Dec 1996, Published online: 02 Nov 2006
 

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).

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.