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st: test of excluded instruments for ivprobit, twostep


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: test of excluded instruments for ivprobit, twostep
Date   Tue, 20 Jul 2010 10:24:05 -0700 (PDT)

Dear all,

Does anyone know how to conduct the test of excluded instruments at the
first-stage of "ivprobit,twostep"?

One more question, when I run OLS of endogenous variables on all exogenous
variables and instruments and compare the results to the first-stage
regression results from "ivporbit, twostep first", why do I get the same
coefficients but different standard errors?

Many thanks,
Sharon
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