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st: Are there tests for overid with ivprob? Is it possible to instrument oprobit?


From   "Ramani Gunatilaka" <ramani.gunatilaka@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Are there tests for overid with ivprob? Is it possible to instrument oprobit?
Date   Thu, 9 Nov 2006 12:49:57 +0000

Hi all,
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
use?
Thanks in advance,
Ramani
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