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st: Are there tests for overid with ivprob? Is it possible to instrument oprobit?
Following Austin's excellent feedback, I am trying to use an
instrumented probit model instead of ivreg2 to examine the
determinants of happiness levels. I have Stata Version 8.2.
Can someone please clarify the following?
1. The command ivprob works well with binary probit estimation. But
are there any tests like overid for ivreg2 that I can use with ivprob
that can tell me whether my model is overidentfied?
2. While I can, at a push, reduce my dependent variable to binary
form, ideally I would like to have at least 3 ordered options. For
which oprobit is the best. But is it possible to instrument with
oprobit, and if so are there tests for overidentification that one may
Thanks in advance,
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