st: ivreg2 post-estimation tests

[Abekah Nkrumah <ankrumah@gmail.com>]

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

Regards

Gordon
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