exogeneity test in a simultaneous equations model using a two stage procedure

[Maryam Bidgoli]

Dear Statistician,

I have a simultaneous equations model of health and labor supply as follows:

Labor Supply= f(Health status, X1)
Health status=g(Labor suplly, X2)
where X1 and X2 overlap.

I ran a regression (xtprobit) using 2ls, and want to do an endogeneity test of health to labor supply. Any idea?

Thanks,
Maryam