Yanan,
Just install the latest version of -overid- from ssc-ideas. This
supports an overid test after ivreg, ivreg2, ivprobit, ivtobit, and
reg3.
Cheers,
Mark
(cc'd to Statalist so that, hopefully, others will find this posting
instead of the earlier one!)
________________________________
From: Yanan Di [mailto:[email protected]]
Sent: 10 November 2006 05:14
To: Schaffer, Mark E
Subject: overidentification test after ivprobit
Dear Prof.,
I read your post on statalist, and you said that you had a
hacked version hacked version of ivprobit that will generate an overid
statistic for the ivprobit twostep estimator. Would you mind
sending me a copy if it is possible?
Here's the link for the original post
http://www.stata.com/statalist/archive/2006-10/msg00197.html
Thank you,
Yanan
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