With thanks as usual to Kit Baum, an update to our program overid is now available on SSC.

overid is now a completely different program. It will now report classical, robust and cluster-robust overidentification tests after linear and nonlinear IV estimation, including static and dynamic panel data models. Supported estimators: ivregress, ivreg2, xtivreg, xtivreg2, xtabond2, xtdpdgmm, xthtaylor, ivprobit, ivtobit, xtreg, reg3. For linear IV a CUE GMM J test is available. This feature can also be used to reestimate the model using CUE GMM.

overid is basically a wrapper for 3 different programs: underid, xtoverid, and overid9 (the legacy version of overid). Most of the new features of overid are actually implemented in underid by myself and Frank Windmeijer. For more on these features, see the underid help file (installed when you install overid). For the econometric nitty-gritty, see Frank Windmeijer's paper here: https://ideas.repec.org/p/bri/uobdis/18-696.html