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Re: st: overidentification test after ivpois

From   Austin Nichols <>
Subject   Re: st: overidentification test after ivpois
Date   Thu, 23 Jun 2011 14:57:55 -0400

Pierre-Louis Vézina <>:

If you have Stata 11, run the equivalent -gmm- command and then type
-estat overid-. I suppose it would be straightforward to add an overid
test to -ivpois- but it seems superfluous now. You may also want to
check for weak instruments and other identification stats using
-ivreg2- in an analogous linear model.

use, clear
loc x "exper* smsa* south mar black reg662-reg669"
ivpois wage `x', endog(educ) exog(nearc2 nearc4)
gmm (wage*exp(-{xb:`x' educ}-{b0})-1), inst(`x' nearc2 nearc4)
estat overid
ivreg2 lw `x' (educ=nearc2 nearc4)

2011/6/23 Pierre-Louis Vézina <>:
> Hi all
> How do I perform an overidentification test to test for the excludability of my instruments after using ivpois?
> thx Austin for the great command!
> Pierre-Louis

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