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overidentification test for IV ordered probit

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overidentification test for IV ordered probit

xueliansharon
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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Re: overidentification test for IV ordered probit

Stas Kolenikov
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 <[hidden email]> 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
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/overidentification-test-for-IV-ordered-probit-tp5298539p5298539.html
> Sent from the Statalist mailing list archive at Nabble.com.
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>



--
Stas Kolenikov, also found at http://stas.kolenikov.name
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Re: overidentification test for IV ordered probit

xueliansharon
Hi Kolenikov,

Thanks for your response. The problem is that I don't know how to realize IV ordered probit with -gmm- command, could you please show me the codes with my previous example?

Many thanks,
Sharon
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