Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: overidentification test after ivpois


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: overidentification test after ivpois
Date   Thu, 23 Jun 2011 14:57:55 -0400

Pierre-Louis Vézina <pierre-louis.vezina@graduateinstitute.ch>:

If you have Stata 11, run the equivalent -gmm- command and then type
-estat overid-. I suppose it would be straightforward to add an overid
test to -ivpois- but it seems superfluous now. You may also want to
check for weak instruments and other identification stats using
-ivreg2- in an analogous linear model.

use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear
loc x "exper* smsa* south mar black reg662-reg669"
ivpois wage `x', endog(educ) exog(nearc2 nearc4)
gmm (wage*exp(-{xb:`x' educ}-{b0})-1), inst(`x' nearc2 nearc4)
estat overid
ivreg2 lw `x' (educ=nearc2 nearc4)


2011/6/23 Pierre-Louis Vézina <pierre-louis.vezina@graduateinstitute.ch>:
> Hi all
>
> How do I perform an overidentification test to test for the excludability of my instruments after using ivpois?
>
> thx Austin for the great command!
>
> Pierre-Louis

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index