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st: FW: How should I do relevance test and overidentifying test for "ivprobit"


From   "Sun, Yan (IFPRI)" <Y.SUN@cgiar.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: FW: How should I do relevance test and overidentifying test for "ivprobit"
Date   Wed, 19 Sep 2007 11:00:42 -0400

Hi, there,
 
My dependent variable is a dummy, and I have endogenous variable among
the regressors, so I have to use "ivprobit". How should I do relevance
test and overidentifying test under this condition? How could I check my
instrument is uncorrelated to the error (is valid) and is relevant to
the endogenous variable (is relevant)? Does STATA has some command like
"ivreg2" for "ivprobit"? Thank you very much for help.
 
Yan Sun
IFPRI

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