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st: RE: xtoverid error: internal reestimation of eqn differs from original


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtoverid error: internal reestimation of eqn differs from original
Date   Tue, 31 Jul 2007 14:41:05 +0100

Maria,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> agostino@unical.it
> Sent: Tuesday, July 31, 2007 1:33 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: xtoverid error: internal reestimation of eqn 
> differs from original
> 
> dear Stata users,
> I am using the Hausman and Taylor (1981) Stata command as follows:
> 
> xi:xthtaylor dep_var x1 x2 x3 x4 x5 i.country*y2001 i.country*y2002
> i.country*y2003 i.country*y2004 i.country*y2005 
> i.country*y2006, endog(x1 x2
> x3 x4 )
>  
> when, after the regression, I run the "xtoverid" command I 
> get the following error message:
> 
> xtoverid error: internal reestimation of eqn differs from original
> 
> I would really appreciate your help in understanding the 
> reason of that!

Try using the (undocumented) -noisily- option of -xtoverid-, i.e.,

xtoverid, noi

This will show all the internal regressions that -xtoverid- does to
reproduce the Hausman-Taylor estimator.  My guess is that you have
collinearity problems that -xthtaylor- isn't reporting.  These will show
up with the -noi- option.  The variable names will be temporary names so
it won't be easy to work out exactly what is going on, but it may be
enough.

Cheers,
Mark

> 
> Thanks
> Maria
> 
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