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  • No over-identification test allowed when using svyset and ivregress 2sls?

    Dear All,

    I wanted to seek your guidance on how to do over-identification test when I survey set (svyset) the data and use ivregress 2sls. The regression I run looks like this:
    HTML Code:
    syv, subpop(sample1): ivregress 2sls dependent_var independent_var (endogenous_var=instrument_var), first
    estat firststage
    estat overid
    The post-estimation commands yield an error message
    HTML Code:
     estat firststage
    invalid subcommand firststage
    r(321);
    
    estat overid
    invalid subcommand overid
    r(321);
    I am using DHS data and am using svyset to account for the survey attributes. It would be much easier to do it with ivregress2, but it is not allowed when I use svyset. Do you have any suggestion on how to do the post-estimation test if I use svyset?

  • #2
    Hello Everyone!
    Are there any suggestions for post estimation test to conduct when you use either IVprobit or ivregress 2sls?
    Thanks.

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