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st: The Overid test (Sargan's test) after ivprob
I am using Stata 8 to run the -ivprob- command (instrumental variable
probit) and I want to perform the equivalent of the Sargan's test of
overidentifying restrictions. The -overid- command, (the Sargan's test) only
works after -ivreg- or -ivreg2-, while -overidxt- works only after
-xtivreg-. Do we have the Sargan's test or any other test of overidentifying
restrictions after -ivprob- and if so please help me on how to implement it.
Thank you in advance for your suggestions.
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