Hello All,

I'm looking to test a variable in a logit model (glm(...,
binomial(link="logit"))) for exogeneity (endogeneity).  At this point I am
planning to try implementing Jeffery Grogger's "A Simple Test for Exogeneity in
Probit, Logit, and Poisson Regression Models", Economic Letters, 1990.  To do
this, I need to be able to do an instrumental variables NLS regression.  Is
there a simple way to do this?

Alternatively, is there any other test for exogeneity (endogeneity) of a
regressor that has been implemented in R, for binary models?

Thanks,

John.

============================================================================
Dr. John Janmaat                       Tel: 902-585-1461
Department of Economics                Fax: 902-585-1461
Acadia University,                     Email: jjanmaat@acadiau.ca
Wolfville, Nova Scotia, Canada.        Web: ace.acadiau.ca/~jjanmaat/
B4P 1H5

