hello,
I have run a heckprobit model with two instruments in the selection regression. I want to check the exclusion restrictions, but because I'm using weights, I can't use the lrtest command after the estimation. Could anyone suggest an alternative overidentification test procedure?
Thanks
Osnat
I have run a heckprobit model with two instruments in the selection regression. I want to check the exclusion restrictions, but because I'm using weights, I can't use the lrtest command after the estimation. Could anyone suggest an alternative overidentification test procedure?
Thanks
Osnat

Comment