if in your model the number of instruments exceeds the number of regressors you can use overid, using SSC.overid computes versions of a "Sargan" or "Basmann" test of overidentifying restrictions for a number of instrumental variables estimators including ivprobit.
Mansour
>>> "Sun, Yan (IFPRI)" <[email protected]> 09/19/07 11:00 AM >>>
Hi, there,
My dependent variable is a dummy, and I have endogenous variable among
the regressors, so I have to use "ivprobit". How should I do relevance
test and overidentifying test under this condition? How could I check my
instrument is uncorrelated to the error (is valid) and is relevant to
the endogenous variable (is relevant)? Does STATA has some command like
"ivreg2" for "ivprobit"? Thank you very much for help.
Yan Sun
IFPRI
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