st: overidentification test after cmp

[xueliansharon <xuelianstata@gmail.com>]

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
-- 
View this message in context: http://statalist.1588530.n2.nabble.com/overidentification-test-after-cmp-tp5261311p5261311.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/