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Re: st: AW: overid error after reg3


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: overid error after reg3
Date   Thu, 21 May 2009 13:13:11 -0400

Martin--
The issue is #obs I think; try

webuse klein, clear
expand 1000
reg3 (consump wagepriv wagegovt govt) (wagepriv wagegovt govt capital1 taxnetx)
overid

but note the equivalence (and superiority) of -ivreg2- for the kind of
estimation problem being discussed:

webuse klein, clear
reg3 (consump wagepriv wagegovt govt) (wagepriv wagegovt govt capital1 taxnetx)
overid
ivreg2 consump wagegovt govt (wagepriv=capital1 taxnetx)
expand 1000
ivreg2 consump wagegovt govt (wagepriv=capital1 taxnetx)

On Thu, May 21, 2009 at 12:50 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
> <>
>
> 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
>

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