Nirina,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nirina F
> Sent: 15 December 2008 19:41
> To: [email protected]
> Subject: st: exogeneity test for biprobit and control function?
>
> Dear all,
>
> Do you know what in STATA is the exogeneity test similar to sargan or
> Hansen's j (if I used robust) with ivreg2 that can be used with
> biprobit and control function approach?
>
> The control function is for when I have binary dependent and
> continuous independent variable.
> Thank you,
If you use a single-equation (limited information) framework and
estimation your equation using -ivprobit-, you can use -overid-
(downloadable from ssc-ideas in the usual way) to do a post-estimation
overidentification test.
Hope this helps.
Cheers,
Mark (-overid- coauthor)
>
>
> Nirina
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>
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