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  • How to check instruments validity and conduct endogeneity test with IV-Oprobit using cmp command?

    Hi there,

    I have done my analysis performing “IV-oprobit” using the cmp command with code that looks like this:
    cmp (Y = X1 X2 X3) (X1 = Z1 Z2 Z3 Z4 Z5 X2 X3), ind($cmp_oprobit $cmp_cont)
    my questions are:
    1. How to check instruments validity under this model?
    2. And how to conduct endogeneity tests of one or more endogenous regressors?
    Any help would be very appreciated.

    Rian
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