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st: overidentification test after cmp


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: overidentification test after cmp
Date   Tue, 6 Jul 2010 09:40:13 -0700 (PDT)

Dear all,

I wonder how to do the overidentification test after cmp command.  Here,
kids is the dependent variable, fem_educ is the endogenous variable, and
fem_work, male_educ are the IVs for fem_educ. I employ cmp command to
realize the IV ordered probit procedure since kids is an ordered variable.
But then I want to test whether the IVs are correctly excluded from the
model and whether they are correlated to the error term, that is, I want to
do overidentification test. So how to realize this test? 

my codes:

cmp setup

webuse laborsup, clear
cmp (kids = fem_educ) (fem_educ = fem_work male_educ), ind($cmp_oprobit
$cmp_cont) tech(dfp) 


Thanks,
Sharon
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