I am following a paper to test the endogeneity through Durbin-Wu-Hausman test. Whenever i perform my 2SLS regression with some instruments and perform endogeneity test through "estat endog" I get the test values and p vaues of Durbin (score) and Wu-Hausman separately.
However the papers I am following shows only single p level and Durbin-Wu-Hausman (DWH) test statistic value. Am I doing anything wrong here?
However the papers I am following shows only single p level and Durbin-Wu-Hausman (DWH) test statistic value. Am I doing anything wrong here?