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


From   agostino@unical.it
To   statalist@hsphsun2.harvard.edu, "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
Subject   Re: st: RE: xtoverid error: internal reestimation of eqn differs from original
Date   Wed, 1 Aug 2007 14:19:31 +0200

Thank you Mark, 
you were wright: there is a problem of multicollinearity...
Cheers
Maria
Citazione "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>:

> 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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