Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • an overidentification test after heckprobit with weights

    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

  • #2
    A simple test is to include one of to two IVs in the outcome model and use a t test. The standard errors reported will account for the weighting.

    Comment


    • #3
      Thank you very much! I truly appreciate your willingness to help.

      Comment

      Working...
      X