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st: re: overid after reg3

From   Kit Baum <>
Subject   st: re: overid after reg3
Date   Wed, 2 Jul 2008 09:17:39 -0400

< >

Demetris said, in re using our -overid- command after -reg3- (presumably with Stata 10),

I make an educate guess and generate lagged values instead of using lagged =
operators and rerun the exercise, as follows:
cons 1 ([x1]Lx1 + [x1]Lx3 + [x1]Lx4 + [x2]Lx2 + [x2]Lx5 + [x2]Lx6) =3D 0
reg3 (y x1 Lx1 x2) (x1 Lx1 Lx3 Lx4 ind*) (x2 Lx2 Lx5 Lx6 ind*), small dfk l=
(95) cons(1)
only to get another message:

There is indeed some bug that has arisen in -overid-, as it no longer runs the examples with -reg3- in its help file. I suspect that as it was last revised pre-Stata 10, some changes within Mata for version 10 have introduced the error. I have just tested it on a machine running Stata 9.2, and it works fine on those help-file examples. It does have difficulty with time-series operators, and we will fix that.

We will research the issue caused by the version upgrade and post an updated version to the archive ASAP.


Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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