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Re: st: RE: IV probit and validity of instruments test


From   "Aniceto Orbeta" <aorbeta@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: IV probit and validity of instruments test
Date   Fri, 6 Oct 2006 12:25:35 +0800

Hi Prof. Schaffer,

I am interested in this hacked version of ivprobit too, if you don't mind.

Thanks.
Aniceto Orbeta

On 10/5/06, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
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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