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st: RE: overid test for probit
Phil, Jun,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Phil Brown
> Sent: 31 August 2006 19:36
> To: [email protected]
> Subject: st: overid test for probit
>
> Dear Jun,
>
> I am also trying to test for overidentification after using IV probit.
> Did anyone on the message board ever respond to your
> question? If so, will you please share their advice?
Some time ago I hacked a copy of official ivprobit so that it would
automatically produce an overid statistic after a two-step estimation.
If you contact me off list I can send it to you. I haven't tested it
against published results or in a Monte Carlo simulation, so caveat
emptor!
Cheers,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
> Many thanks,
> Phil Brown
>
> --
>
> Philip H. Brown
> Department of Economics
> Colby College
> 5246 Mayflower Hill
> Waterville, ME 04901
> tel. 207-859-5246
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