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st: RE: xtivreg2, overidxt,


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtivreg2, overidxt,
Date   Wed, 14 Mar 2007 09:42:19 -0000

Dear ncdcta00:

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> ncdcta00@uniroma2.it
> Sent: 13 March 2007 21:58
> To: statalist@hsphsun2.harvard.edu
> Subject: st: xtivreg2, overidxt,
> 
> Dear statalist,
> I have some problems to implement xtivreg2 because stata give 
> me this error:
> Error - must have ivreg2 (or ivreg28, for Stata 8 users) version
> 2.1.15 or greater installed
> r(601);
> 
> I have update stata, I use stata 9 and I installed the 
> package iverg28 and ivreg2.

Try, from within Stata:

which xtivreg2, all

which ivreg2, all

which ivreg28, all

to see if the packages are correctly installed and that you don't have
any older versions lurking around.  Also,

> Other question is: how I interpret overidxt? when my p value 
> is 10% my instrument is correleted with my dipendent 
> variable? or I refuse the null hypothesis  and so the 
> instrument that I use is ok?

You should switch to -xtoverid-   In any case, the interpretation of the
overid stat is the same as for any overid stat in the linear model.
Rejection implies failure of the orthononality conditions, and this can
happen for a variety of reasons - reverse causality, omitted variables,
etc.

Cheers,
Mark

> thanks so much for your help
> 
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