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st: AW: re: overid error


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: re: overid error
Date   Mon, 23 Nov 2009 16:49:25 +0100

<> 

" We have determined that this is caused by a bug in -ivtobit- return
values, which we have worked around and reported to StataCorp."


So the update to -overid- is somewhat ephemeral itself then? Once the
official -ivtobit- has been fixed, -overid- can revert to its state of last
night? 


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kit Baum
Gesendet: Montag, 23. November 2009 16:25
An: statalist@hsphsun2.harvard.edu
Betreff: st: re: overid error

<>
The overid routine of Baum, Schaffer, Stillman and Wiggins (LLP) has been
upgraded to deal with two reported issues. First, the routine failed to run
after -ivtobit-. We have determined that this is caused by a bug in
-ivtobit- return values, which we have worked around and reported to
StataCorp. Second, my code for handling -reg3- models worked fine on Klein's
Model I but gobbled huge chunks of memory on a sizable model. Austin Nichols
kindly provided a more economical routine, which is now installed in overid.
It should now be fully compatible with Stata 11.

overid might be useful for those still working with Stata 9.2, as it can be
used after official -ivreg- (or Baum-Schaffer-Stillman -ivreg2-) to produce
overidentification tests. For more recent versions, -estat overid- may be
used after -ivregress-.

To install, use ssc inst overid, replace  or adoupdate.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |
http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |
http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |
http://www.stata-press.com/books/imeus.html


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