ivreg2后ivendog的结果:
Tests of endogeneity of: x1 x2
H0: Regressors are exogenous
Wu-Hausman F test: 5.32266 F(2,1224) P-value = 0.00499
Durbin-Wu-Hausman chi-sq test: 10.70872 Chi-sq(2) P-value = 0.00473
Tests of endogeneity of: x1
H0: Regressor is exogenous
Wu-Hausman F test: 1.86877 F(1,1225) P-value = 0.17187
Durbin-Wu-Hausman chi-sq test: 1.89181 Chi-sq(1) P-value = 0.16900
Tests of endogeneity of: x2
H0: Regressor is exogenous
Wu-Hausman F test: 0.59057 F(1,1225) P-value = 0.44235
Durbin-Wu-Hausman chi-sq test: 0.59848 Chi-sq(1) P-value = 0.43916
这个结果如何解释呢,说明x1,x2哪一个是内生的?还是都内生?都外生?
谢谢!