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st: Query about GMM Commands for Instrumental Variable (IV) Oprobit Regression
From
Hassan El Menyawi <[email protected]>
To
statalist <[email protected]>
Subject
st: Query about GMM Commands for Instrumental Variable (IV) Oprobit Regression
Date
Sun, 30 Dec 2012 15:59:35 -0500
Hi, hope you're well.
I have been attempting to find a way to carry out an overidentification
test ("estat overid") of instrumental variable ordered probit regressions
(IV oprobit).
I am not sure if anyone in the STATA list might know the gmm commands to do
this. I have used the -cmp- commands, but as many of you know, there is no
overidentification test commands provided.
I would prefer having a gmm command rather than merely verifying it through
-ivreg2- that assumes linearity.
Thank you for your time on this.
warmest,
Hassan El Menyawi
PhD student, Sociology
New York University
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