ivreg2 stata examplestata overidentification test interpretation
xtoverid
estat endogenous not valid
overidentification test stata
hansen j test stata command
j test stata
sargan/hansen test stata command

Like the Sargan and Basmann tests of overidentifying restrictions for the 2SLS estimator, the. Anderson–Rubin and Basmann tests after LIML estimation are The test of overidentifying restrictions is a model specification test based on this observation. The test of overidentifying restrictions requires that the xtoverid computes versions of a test of overidentifying restrictions Similarly, xtoverid will report an overidentification statistic that is robust toAlthough there is no method to test if the moment conditions from an exactly identified model are valid, one can test whether the overidentifying moment overid will report an overidentification statistic after estimation by ivprobit and ivtobit with the twostep option. These Stata commands request Newey's