Maria,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: Tuesday, July 31, 2007 1:33 PM
> To: [email protected]
> 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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