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st: AW: overid error after reg3


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: overid error after reg3
Date   Thu, 21 May 2009 18:50:23 +0200

<> 

This code works for me:

*************
webuse klein, clear
 reg3 (consump wagepriv wagegovt)/* 
 */  (wagepriv consump govt capital1)
 overid
*************


Your result sounds like a problem with -mata- so make sure you have the
latest Stata updates via -update all- and the latest version of -overid- via
-which overid- and -adoupdate overid, update-

. which overid
c:\ado\plus\o\overid.ado
*! overid V2.0.5 07jul2008
*! Authors C F Baum, Vince Wiggins, Steve Stillman, Mark Schaffer


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Jack Needleman
Gesendet: Donnerstag, 21. Mai 2009 18:44
An: statalist@hsphsun2.harvard.edu
Betreff: st: overid error after reg3

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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