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Re: st: overidentification test for IV ordered probit
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: overidentification test for IV ordered probit
Date
Thu, 15 Jul 2010 16:38:00 -0500
Rewrite this as a GMM estimation problem, and you will get the test
for free. -gmm- syntax is hardly any more difficult than -cmp-'s.
On Thu, Jul 15, 2010 at 12:32 PM, xueliansharon <[email protected]> wrote:
> Dear all,
>
> Does anybody know how to conduct overidentification test after IV regression
> of ordered probit model? Here, I use -cmp- command to realize IV ordered
> probit.
>
> My codes: (here laborsup is just an example, not my true model)
>
> cmp setup
>
> webuse laborsup, clear
> cmp (kids = fem_educ) (fem_educ = fem_work male_educ), ind($cmp_oprobit
> $cmp_cont) tech(dfp)
>
> Thanks,
> Sharon
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--
Stas Kolenikov, also found at http://stas.kolenikov.name
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