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st: difference between cdsimeq, ivprobit and ivreg2


From   Anne-Sophie Bergerès <macadamianesofie@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>, <m.e.schaffer@hw.ac.uk>
Subject   st: difference between cdsimeq, ivprobit and ivreg2
Date   Mon, 6 Jul 2009 21:14:35 +0200

I think, I have problems with posting.....
 
Good afternoon,
 
I am using the cdsimeq command. In order to test my endogeneity and overidentification conditions, i use ivprobit and ivreg2. However, I have a problem. The results from cdsimeq and the ivprobit/ivreg2 are really different and i do not understand why.
 
The first stage of cdsimeq and ivprobit are the same but not the second stage. 
The first stage of cdsimeq and ivreg2 are different and the second stage as well.
 
I dont know if i have made a mistake in my syntax or if it is because different estimator are used.
 
Syntax :
 
cdsimeq (C x1 x2 x3 x4 x5 x6) (D x1 x2 x3 x4 x7 x8 x9)
 
ivprobit D x1 x2 x3 x4 x7 x8 x9 (C = x5 x6), twostep
 
ivreg2 C x1 x2 x3 x4 x5 x6 (D = x7 x8 x9)
 
 
Does anyone can help me with this issue ?
 
I thank you in advance,
 
Anne-Sophie
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