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st: Testing for Overidentification in Treatreg Two Step
From
"Ross, Justin" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Testing for Overidentification in Treatreg Two Step
Date
Mon, 17 Jan 2011 13:43:47 +0000
Hi Statalisters:
I want to test for overidentification when using the twostep estimator in treatreg, and I want to see if my approach makes sense. The model I want to use can be expressed as:
treatreg y x1 x2 x3 x4, twostep treat(d iv1 iv2)
So, my approach is to test for overidentification it in the following way:
treatreg y x1 x2 x3 x4 iv1 iv2, twostep treat(d iv1 iv2 x1 x2 x3 x4) test [y]iv1 [y]iv2 [d]x1 [d]x2 [d]x3 [d]x4
Would this approach work alright, or do I need a new direction? I appreciate the thought.
Best,
JR
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