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st: RE: PROBLEM WITH OVERID WITH IVTOBIT COMMAND : HELP


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: PROBLEM WITH OVERID WITH IVTOBIT COMMAND : HELP
Date   Sun, 21 Sep 2008 19:06:50 +0100

Olivier,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> olivier lohest
> Sent: 21 September 2008 18:50
> To: statalist@hsphsun2.harvard.edu
> Subject: st: PROBLEM WITH OVERID WITH IVTOBIT COMMAND : HELP
> 
> 
> 
> 
> 
> 
> Dear Statalisters,
> 
> I have the following problem but couldnt solved it quite sometime.
> 
> I have estimated with tobit instrumental regression this 
> equation (on cross section data) i.e
> 
> ivtobit Y1 X1 X2 X3 (Z=X4 X5) twostep, ll(0)
> 
> Next, I would like to test the overidentifying restrictions 
> after the ivtobit command Thus I am using the overid module 
> developped by Christopher Baum with the next command
> 
> overid
> 
> I have this following message : invalid syntax
> 
> DO YOU HAVE A SOLUTION?
> 
> HOW CAN I PROGRAM THIS IN STATA?
>  Thanks a lot
> ol

You need to provide a LOT more information if people here are going to offer to help.  Look at the Statalist FAQ, especially Section 3:

http://www.stata.com/support/faqs/res/statalist.html#advice

Some obvious suggestions: what version of Stata are you using, what versions of -ivtobit- and -overid-, what is the actual output of -ivtobit- and -overid-, etc etc.

--Mark

> 
> 
> 
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