Hi,
I am using Stata 8.2 to run the -cdsimeq- command. The cdsimeq
implements the two-stage estimation method described in Maddala (1983)
for simultaneous equations models in which one of the endogenous
variables is continuous and the other endogenous variable is
dichotomous. I want to perform the equivalent of the Sargan's test of
overidentifying restrictions. The -overid- command, (the Sargan's
test) only works after -ivreg- or -ivreg2-, while -overidxt- works
only after
-xtivreg-. Do we have the Sargan's test or any other test of
overidentifying restrictions after -cdsimeq- and if so please help me
on how to
implement it?
Thank you in advance for your suggestions.
Thanks
Raj
E-mail: [email protected]
Tel: (919) 530-7378
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