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From |
Jack Needleman <needlema@ucla.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: overid error after reg3 |

Date |
Thu, 21 May 2009 10:28:46 -0700 |

Thanks to both Martin and Austin. To clarify, stata is up to date, so mata should be up to date overid is up to date.

jack Austin Nichols wrote:

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* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: overid error after reg3***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: overid error after reg3***From:*Jack Needleman <needlema@ucla.edu>

**Re: st: overid error after reg3***From:*Austin Nichols <austinnichols@gmail.com>

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