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Re: st: overid command


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: overid command
Date   Wed, 2 Oct 2002 14:37:03 +0100

Marcella,

From:           	Marcella Vigneri <marcella.vigneri@economics.oxford.ac.uk>
To:             	statalist@hsphsun2.harvard.edu
Subject:        	st: overid command
Date sent:      	Wed, 2 Oct 2002 10:01:47 +0100 (GMT Daylight Time)
Send reply to:  	statalist@hsphsun2.harvard.edu

> Good morning,
> 
> I would like to ask if you know of a test (and Stata 
> command) that can be used in place of overid when I use the 
> svyivreg command in place of ivreg to control for sampling 
> design.

FYI, I'm a co-author of overid and ivreg2.  To my knowledge, there is 
no such command available via the usual routes (e.g., ssc-ideas).

It looks like you have two options.  One is to write your own program 
for your particular circumstance.  (Not to everybody's taste.)

The second option is easier but might not work, depending on your 
specific application.  If you can formulate your sampling design 
using a combination of the weights and cluster options, then you can 
use ivreg2.  The output of ivreg2 includes a Sargan or Hansen overid 
statistic.

Hope this helps.

--Mark

> 
> Kind regards,
> Marcella Vigneri
> 
> 
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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