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st: RE: IV probit and validity of instruments test


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: IV probit and validity of instruments test
Date   Thu, 5 Oct 2006 14:56:50 +0100

Mathew,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> mathew.stalker@dotecon.com
> Sent: Wednesday, October 04, 2006 3:22 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: IV probit and validity of instruments test
> 
> 
> Hi
> 
> I am running an ivprobit and I would like to know if it is 
> possible to test the validity of the instruments?

I have a hacked version of ivprobit that will generate an overid
statistic for the ivprobit twostep estimator.  If you contact me
offlist, I can send you a copy.

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert
 

> Thanks
> 
> Mathew
> 
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