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st: Testing for overidentifying restrictions iv-oprobit


From   Siri Wingaard <siri_wingaard@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Testing for overidentifying restrictions iv-oprobit
Date   Thu, 2 Sep 2010 17:59:49 +0200

Dear statalisters

I am using cmp to estimate an ordered probit with an endogenous variable. cmp does this for me in a very simple manner, but I havent found a way to test for overidentifying restrictions. Do you know if there is any way to do this? My command is of the following type:

cmp (endogenous_var = incl_instruments excl_instruments) (dependent_ordered_var = endogenous_var incl_instruments), ind($cmp_cont $cmp_oprobit)

Any advices would be greatly appreciated

Siri 		 	   		  
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