Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: ivreg2 post-estimation tests

From   Abekah Nkrumah <>
Subject   st: ivreg2 post-estimation tests
Date   Fri, 25 May 2012 14:22:24 +0100

Dear All,

I am running ivprobit with factor variables (eg. i.var_name). However,
since the post estimation overid command does not support factor
variables, it means I will not be able to conduct my
overidentification test. Thinking through this, I have decided to run
a linear probability model using ivreg2 since that support factor
variables and therefore will be able to have the test results for
overidentification test.

Now considering that the linear probability model is not that
different from the probit model, will the test results for  (i)
overidentification, (ii) underidentification (iii) F test for the
joint significance of the instruments (iv) Stock Yogo calculations, be
valid for my ivprobit estimation?

I will appreciate some help on this. Thank you very much


*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index