Dear all,
I will please like to know how we can perform some tests for probit and ordered probit model with an instrumental variable(using erm or any other method, maybe cmp).
for OLS we know the steps are:
reg y x
ivregress 2sls y w (x=z)
for endogeneity - estat endogenous
for first stage- estat first stage
for over identification- estat overid
So how do we do all these tests for probit and ordered probit model
for probit we do
probit y x w
for endogenous covariates we do - eprobit y x w, endogenous (w= z)
how then do we do the other tests as done in OLS shown above?
I will really appreciate your reply, thanks.
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