Hi everyone,

I am using Stata Version 14.2 and currently run a 2SLS Regression using the ivprobit command with a binary outcome, one continuous endogenous variable, categorical and continuos covariates and three binary instruments. Now I want to test for overidentification using the overid command., but Stata returns an error message

ivprobit clin_dia (chil_n = iv_sex iv_girl iv_twin) age i.educat i.wealth_quintile i.relig i.area, twostep first
overid

0: operator invalid
r(198);

However, when indicating the covariates to be continuous, I do not receive an error message:

ivprobit clin_dia (chil_n = iv_sex iv_girl iv_2girls iv_twin) age educat wealth_quintile relig area, twostep first
overid

Is there a possibility to test for overidentification in a model that includes categorical covariates?

I would really appreciate some help on this! Thanks a lot in advance
Felix

p.s.: this is my first post here, so I apologise in case I did not apply all the advices on posting to Statalist correctly.