Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: a question about option orthog for command ivreg2


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: a question about option orthog for command ivreg2
Date   Fri, 18 Aug 2006 20:53:05 -0400

what about xtivreg2?


----- Original Message ----- 
From: "Jian Zhang" <jzh@ucdavis.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, August 18, 2006 4:23 PM
Subject: st: a question about option orthog for command ivreg2


Dear Statalisters,

I am using ivreg2 command to implement GMM estimation on a panel data set. 
I specified option
orthog( ) to examine if a subset of my instruments are really exogenous (by 
putting the list of the
subset of instruments in the parentheses of orthog).  However, the results 
reported by STATA say
that:

Collinearity/identification problems in restricted equation:
  C statistic not calculated for orthog option

Is there anyone knowing what is going on?  Since STATA has reported the 
estimates of the
restricted equation(i.e., the regression using the entire set of instruments 
(overidentifying
restrictions)), why did STATA still state "collinearity/idenfification 
problems in restricted
equation"?  Many thanks!

Best regards,
Jian Zhang


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index