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st: AW: Overidentifying test


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Overidentifying test
Date   Mon, 13 Jul 2009 14:29:04 +0200

<> 

No need to install anything:

*************
webuse hsng2, clear
ivregress 2sls rent pcturban ///
(hsngval = faminc reg2-reg4)
estat overid
*************

Installation might be required if you use a Stata version other than 10
(which your use of -ivreg- instead of -ivregress- seems to indicate. Note
that you are meant to disclose this in your initial post...)


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Tharshini
Thangavelu
Gesendet: Montag, 13. Juli 2009 14:19
An: statalist@hsphsun2.harvard.edu
Betreff: st: Overidentifying test

Hi,

How do I test the over identifying restriction test in Stata? Do I need to
install anything? 

I have used these commands but it doesn't seem to be working.
First I estimate a 2SLS estimation with two instrumental variable: twoboys
and
twogrils. This gives me single over identifying restriction.

ivreg workedm (morekids=twoboys twogirls) agem1 agefstm boy1st black hispan
o
thrace

Then to test I use these two commands. The error message that I get is under
each commands.

*sc install overid
variable install not found
no variables defined
r(111);

overid
unrecognized command:  overid
r(199);

-- 
Tharshini THANGAVELU
Forskarbacken 8 / 101
114 16 Stockholm
Sweden
Phone +46 (0)735 53 43 90
E-mail thth4658@student.su.se
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