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st: Testing the validity of exclusion restriction variables in simultaneous equations


From   Henry Telli <tolozo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing the validity of exclusion restriction variables in simultaneous equations
Date   Fri, 29 Apr 2011 19:09:41 +0100

Hi All,

I have estimated a series of probit based simultaneous equations using
bioprobit and mvprobit. For both estimates, I have included some
exclusion restriction variables and would like to test their validity.
Any ideas on how I can do this? Is there a some kind of overid test or
weak ID test I can use?

Thanks

Henry.
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