Hi Guys,
I am new to statistics and trying to figure out endogeneity in my panel data.
I am using dmexogxt after xtivreg or xtivreg2 with endog comment to test endogeneity but each time I can not able to reject the null "that my explanatory variable is exogenous".
My question is as follows:
If I may not conclude that there is no endogeneity in the panel data, can I still use xtivreg2 - that is, is the result of xtivreg2 correct?
Regards,
I am new to statistics and trying to figure out endogeneity in my panel data.
I am using dmexogxt after xtivreg or xtivreg2 with endog comment to test endogeneity but each time I can not able to reject the null "that my explanatory variable is exogenous".
My question is as follows:
If I may not conclude that there is no endogeneity in the panel data, can I still use xtivreg2 - that is, is the result of xtivreg2 correct?
Regards,
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