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st: overid error after reg3


From   Jack Needleman <needlema@ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: overid error after reg3
Date   Thu, 21 May 2009 09:44:25 -0700

I have downloaded the most recent version of overid from ssc, and am attempting to use it after reg3. A preliminary test using a two equation system results in the following message:


. overid
                      #:  3900  unable to allocate real <tmp>[15760,15760]
           overidreg3():     -  function returned error
                <istmt>:     -  function returned error

The reg3 command and output is:

. reg3 (mcs alcohol female age bach black ) (alcohol female age bach black liquornear bluelaw hs)

Three-stage least-squares regression
----------------------------------------------------------------------
Equation          Obs  Parms        RMSE    "R-sq"       chi2        P
----------------------------------------------------------------------
mcs              7880      5    8.750366    0.3323     802.29   0.0000
alcohol          7880      7     23.6458    0.0219     188.43   0.0000
----------------------------------------------------------------------

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mcs          |
alcohol | -.2995934 .0277023 -10.81 0.000 -.3538889 -.2452979 female | -3.301902 .1981787 -16.66 0.000 -3.690325 -2.913479 age | -.0266717 .0123345 -2.16 0.031 -.050847 -.0024965 bach | 4.190949 .2342934 17.89 0.000 3.731743 4.650156 black | -2.273621 .2765272 -8.22 0.000 -2.815605 -1.731638 _cons | 63.05408 1.575275 40.03 0.000 59.9666 66.14156
-------------+----------------------------------------------------------------
alcohol      |
female | -.1236572 .5351798 -0.23 0.817 -1.17259 .925276 age | .0565479 .0330303 1.71 0.087 -.0081904 .1212861 bach | -1.090354 .6567427 -1.66 0.097 -2.377546 .1968384 black | -.017214 .746943 -0.02 0.982 -1.481195 1.446768 liquornear | 6.901345 .5325147 12.96 0.000 5.857635 7.945054 bluelaw | -.6087095 .5259382 -1.16 0.247 -1.639529 .4221104 hs | -2.713659 .6842939 -3.97 0.000 -4.05485 -1.372468 _cons | 50.64838 1.58318 31.99 0.000 47.5454 53.75136
------------------------------------------------------------------------------
Endogenous variables:  mcs alcohol
Exogenous variables:   female age bach black liquornear bluelaw hs
-

The intent is to instrument alcohol with liquornear and bluelaw.

Any help would be appreciated.

Jack Needleman

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