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st: Query about GMM Commands for Instrumental Variable (IV) Oprobit Regression


From   Hassan El Menyawi <hmenyawi@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
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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