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st: overid: tests of overidentifying restrictions


From   baum <baum@bc.edu>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: overid: tests of overidentifying restrictions
Date   Tue, 16 Jul 2002 15:33:05 -0400

The overid routine has been extensively rewritten. It can be invoked after ivreg or ivreg2, and now produces a variety of test statistics for overidentifying restrictions (Sargan's statistic with and without small-sample correction, Basmann's statistic, and pseudo-F forms of each). The help file is much more informative, with references to the econometric literature. overid now requires Stata version 7.0.

Available from SSC via ssc install overid [,replace].


Kit Baum, Vince Wiggins, Steven Stillman, and Mark E Schaffer
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