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st: reg3 and overidentification


From   "Victoria Levin" <[email protected]>
To   [email protected]
Subject   st: reg3 and overidentification
Date   Fri, 14 May 2004 18:26:58 -0400

Hi,
I am trying to do an overidentification test for a 3SLS regression. The overid command does not work after reg3, so I was wondering if there is a way of getting around that. If I re-run the model as ivreg2 and take the Sargan statistic from there, is that equivalent to testing overidentification for a 3SLS? Any suggestions on this topic would be greatly appreciated!

Thanks in advance,

Victoria

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