I want to do a weak-iv test and an endogenous test after a 2sls-probit. Because the first stage is a porbit,I do this 2sls byhand and I use robust sd in my model.I wonder if you can tell me how to do weak-iv test and endogenous test aftet a 2sls byhand.
Many thanks in advance,the code is as fllowing:
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Code:
webuse nlswork probit union ind_code age msp grade,robust predict union_hat reg ln_wage union_hat age msp grade,robust
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