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Re: st: overid error after reg3


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: overid error after reg3
Date   Thu, 21 May 2009 13:00:04 -0400

Jack Needleman <needlema@ucla.edu> :
It looks like -overid- wants to make a big matrix (15760x15760) that
your current memory settings preclude (help memory).  You should
probably use -ivreg2- for this model, though, with appropriate SE
adjustments depending on your data structure.

ssc inst ivreg2
ssc inst ranktest
ivreg2 mcs female age bach black hs (alcohol = liquornear bluelaw),
first robust

More useful advice probably depends on more info on the research
question and data...

On Thu, May 21, 2009 at 12:44 PM, Jack Needleman <needlema@ucla.edu> wrote:
> 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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