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st: Testing for overidentifying restrictions iv-oprobit
From
Siri Wingaard <[email protected]>
To
<[email protected]>
Subject
st: Testing for overidentifying restrictions iv-oprobit
Date
Thu, 2 Sep 2010 17:59:49 +0200
Dear statalisters
I am using cmp to estimate an ordered probit with an endogenous variable. cmp does this for me in a very simple manner, but I havent found a way to test for overidentifying restrictions. Do you know if there is any way to do this? My command is of the following type:
cmp (endogenous_var = incl_instruments excl_instruments) (dependent_ordered_var = endogenous_var incl_instruments), ind($cmp_cont $cmp_oprobit)
Any advices would be greatly appreciated
Siri
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