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st: RE: exogeneity test for biprobit and control function?


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: exogeneity test for biprobit and control function?
Date   Mon, 15 Dec 2008 21:23:01 -0000

Nirina,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nirina F
> Sent: 15 December 2008 19:41
> To: statalist@hsphsun2.harvard.edu
> Subject: st: exogeneity test for biprobit and control function?
> 
> Dear all,
> 
> Do you know what in STATA is the exogeneity  test similar to sargan or
> Hansen's j (if I used robust) with ivreg2 that can be used with
> biprobit and control function approach?
> 
> The control function is for when I have binary dependent and
> continuous independent variable.
> Thank you,

If you use a single-equation (limited information) framework and
estimation your equation using -ivprobit-, you can use -overid-
(downloadable from ssc-ideas in the usual way) to do a post-estimation
overidentification test.

Hope this helps.

Cheers,
Mark (-overid- coauthor)

> 
> 
> Nirina
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