Statalist The Stata Listserver

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

Re: st: xtivreg2, overidxt,

Subject   Re: st: xtivreg2, overidxt,
Date   Thu, 15 Mar 2007 12:16:36 +0100

May be you installed -ivreg2- from SJ rather than from ssc, which usually provides the newest version. Solution:
ssc install ivreg2, replace
For the interpretation, it depends on what you think about the p-value. If you usually reject the null hypothesis for any p<5%, then everything is fine. I you reject the null hypothesis also for any 10%<p<5%, then the test casts doubt on the validity of the instruments. Please note that -xtoverid- produces a similar test and may give slightly different results (running the example at the end of the help for -overidxt- yealds a p=.4138; re-running with -xtoverid- yealds a p=.4411)


At 02.33 14/03/2007 -0400, wrote:
>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
>I have update stata, I use stata 9 and I installed the package iverg28  
>and ivreg2.
>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?
>thanks so much for your help 

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index