Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Testing the validity of exclusion restriction variables in simultaneous equations
From
Henry Telli <[email protected]>
To
[email protected]
Subject
st: Testing the validity of exclusion restriction variables in simultaneous equations
Date
Fri, 29 Apr 2011 19:09:41 +0100
Hi All,
I have estimated a series of probit based simultaneous equations using
bioprobit and mvprobit. For both estimates, I have included some
exclusion restriction variables and would like to test their validity.
Any ideas on how I can do this? Is there a some kind of overid test or
weak ID test I can use?
Thanks
Henry.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/