st: overid: tests of overidentifying restrictions

[baum <baum@bc.edu>]

The overid routine has been extensively rewritten. It can be invoked after 
ivreg or ivreg2, and now produces a variety of test statistics for 
overidentifying restrictions (Sargan's statistic with and without 
small-sample correction, Basmann's statistic, and pseudo-F forms of each). 
The help file is much more informative, with references to the econometric 
literature. overid now requires Stata version 7.0.

Available from SSC via ssc install overid [,replace].


Kit Baum, Vince Wiggins, Steven Stillman, and Mark E Schaffer
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/