外部命令 overid 可以执行这个 检验：

    'OVERID': module to calculate tests of overidentifying restrictions after
    ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 / overid computes versions
    of a "Sargan" or "Basmann" test of / overidentifying restrictions for a
    number of instrumental / variables estimators of an overidentified

下载方法：
ssc install overid, replace

非常感谢连老师！