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st: Testing for Overidentification in Treatreg Two Step


From   "Ross, Justin" <justross@indiana.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Testing for Overidentification in Treatreg Two Step
Date   Mon, 17 Jan 2011 13:43:47 +0000

Hi Statalisters:

I want to test for overidentification when using the twostep estimator in treatreg, and I want to see if my approach makes sense.  The model I want to  use can be expressed as:

treatreg y x1 x2 x3 x4, twostep treat(d iv1 iv2)

So, my approach is to test for overidentification it in the following way:

treatreg y x1 x2 x3 x4 iv1 iv2, twostep treat(d iv1 iv2 x1 x2 x3 x4) test [y]iv1 [y]iv2 [d]x1 [d]x2 [d]x3 [d]x4

Would this approach work alright, or do I need a new direction?  I appreciate the thought.

Best,
JR

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