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st: ivprobit and overid


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivprobit and overid
Date   Fri, 17 Nov 2006 09:05:19 -0500

The Baum-Schaffer-Stillman team recently released a version of - overid- (test of overidentifying restrictions) which works after ivprobit, ivtobit and reg3. The help for use after ivprobit indicates that 'until official Stata is fixed' you should use the depvar() option to indicate the dependent variable in your ivprobit. Well, official Stata was fixed, but not in such a way that our routine works unless you use the depvar() option. We will issue a fix that corrects for their fix presently. (The prior version of ivprobit did not provide e(depvar). The new version does populate e(depvar), but with multiple variables).

The existing version of overid on SSC will work fine with ivprobit as long as you specify the depvar() option.
Thanks to Hiroyuki Kawakatsu for bringing this to our attention.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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