Dear All,
I am estimating a tobit model with endognous regressors. Hence, I use ivtobit command and I am going to run some diagnostic tests. I know that I can test overidentification and weak instruments using user-written commands overid and weakiv, respectively. I am wondering if there exists a command to run an underidentification test as well. I checked the command underid but it also works for linear models. So far, I did not find anything about.
Any suggestion is highly appreciated.
Kind regards,
Dario
I am estimating a tobit model with endognous regressors. Hence, I use ivtobit command and I am going to run some diagnostic tests. I know that I can test overidentification and weak instruments using user-written commands overid and weakiv, respectively. I am wondering if there exists a command to run an underidentification test as well. I checked the command underid but it also works for linear models. So far, I did not find anything about.
Any suggestion is highly appreciated.
Kind regards,
Dario
