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st: iv test in ivtobit


From   ming li <limingnancy.pku@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: iv test in ivtobit
Date   Mon, 18 Jun 2012 01:53:16 +0800

Dear statalist,

I'm using ivtobit with cluster standard error, do you have any idea
about how to conduct weak iv test and overid test in such model? I
know -rivtest- can be used for ivtobit without cluster standard error,
but stata returns "with ivtobit, rivtest requires an assumption of
homoskedasticity (no robust or cluster)" for ivtobit with clustered
standard error. Could you help me with this?

In addition, do you have any ideas about how to use IV in a heckman
two-step model or double hurdle model?

Many thanks!
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