Christopher F Baum () (Boston College) Vince Wiggins () (Stata Corporation) Steven Stillman () (Motu Economic and Public Policy Research) Mark E Schaffer () (Heriot-Watt University, UK)
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overid computes versions of a "Sargan" or "Basmann" test of overidentifying restrictions for a number of instrumental variables estimators of an overidentified equation: a model in which the number of instruments exceeds the number of regressors. The estimators include instrumental variables regression (ivreg or ivreg2), instrumental variables probit (ivprobit, twostep), instrumental variables Tobit (ivtobit, twostep) and three-stage least squares (reg3).
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S396902.
Size: Programming language: Stata Requires: Stata version 9.2 Date of creation: 22 Nov 1999 Date of revision:
04 Feb 2007 Handle: RePEc:boc:bocode:s396802
Note: This module may be installed from within Stata by typing "ssc install overid". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC
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