Cullen,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Cullen Hendrix
> Sent: 10 November 2009 16:41
> To: [email protected]
> Subject: st: ivprobit and post-estimation
>
> I am using the ivprobit command and wondering whether there
> are packages for implementing the Durbin-Wu-Watson, Hansen,
> or Sargan test of the endogeneity of regressors, and if not,
> whether someone can suggest a work-around. All of these tests
> are easily implemented with the 2sls command, but I am having
> trouble finding them for the ivprobit.
-overid-, available from ssc-ideas in the usual way, provides an overidentification test after -ivprobit- (and -ivtobit-, and some other commands as well).
-findit ivprobit- lists -overid- in the results. -findit- is your friend!
Cheers,
Mark
> It's my sense that I
> should be able to run the same tests for the ivprobit because
> the linear index is similar and error term is presumed to
> have the same distribution in both models. Any thoughts?
>
> Thanks, in advance, for your help/advice.
>
> Best,
> Cullen
>
> --
> Cullen Hendrix, Ph.D.
> Assistant Professor
> Department of Political Science
> University of North Texas
> http://cshendrix.wordpress.com/
>
> "The machine does not isolate humanity from the great
> problems of nature, but plunges it more deeply into them."
> Saint-Exupéry, Wind, Sand, and Stars
>
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