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st: RE: IV probit and validity of instruments test
Mathew,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: Wednesday, October 04, 2006 3:22 PM
> To: [email protected]
> Subject: st: IV probit and validity of instruments test
>
>
> Hi
>
> I am running an ivprobit and I would like to know if it is
> possible to test the validity of the instruments?
I have a hacked version of ivprobit that will generate an overid
statistic for the ivprobit twostep estimator. If you contact me
offlist, I can send you a copy.
Cheers,
Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert
> Thanks
>
> Mathew
>
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>
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