Thank you very much for your response.
I actually need to use the control function not ivprobit so I was
wondering what would be the exogeneity test after -reg-.
Any idea for the -biprobit- case too?
Nirina
On Mon, Dec 15, 2008 at 4:23 PM, Schaffer, Mark E <[email protected]> wrote:
> 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
>> *
>> * For searches and help try:
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>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
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> registered under charity number SC000278.
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