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st: Tests of overidentifying restrictions after xtivreg2


From   "Lim Boon Leong" <lboonl@streamyx.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Tests of overidentifying restrictions after xtivreg2
Date   Mon, 1 Mar 2010 20:48:24 +0800

Dear Statalisters,

 

I have estimated the following equation by using xtivreg2, gmm function:

 

xtivreg2 lsalary ceodual ........ (ownexr ownex2r ownex3r L.ldiv
L.debt=lrisk ..., fe gmm cluster(id) small ffirst

 

The test results turn out fine.  But when I continue with the xtoverid test
after the above estimation, 

 

xtoverid, cluster(id)

 

the following error message appears:

 

xtoverid error: internal reestimation of eqn differs from original

r(198);

 

I read the help file of xtoverid and it is mentioned that it supports
xtivreg2.  May I know what is the problem and how to fix it?

 

Thank you very much in advance.

 

Best regards,

Lim Boon Leong 

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