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. xtivreg logva logl logk year sector2 (lexport=fowner province), re> G2SLS random-effects IV regression Number of obs = 749130 Group variable: firm Number of groups = 330324 R-sq: within = 0.3807 Obs per group: min = 1 between = 0.4836 avg = 2.3 overall = 0.4919 max = 3 Wald chi2(5) = 680493.84 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ logva | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lexport | .331658 .0098104 33.81 0.000 .3124301 .350886 logl | .4722456 .0019082 247.48 0.000 .4685056 .4759856 logk | .2853522 .0009653 295.62 0.000 .2834604 .2872441 year | -.529099 .0012393 -426.93 0.000 -.531528 -.52667 sector2 | -.000029 1.35e-06 -21.47 0.000 -.0000316 -.0000264 _cons | 1062.009 2.486507 427.11 0.000 1057.136 1066.883 -------------+---------------------------------------------------------------- sigma_u | .56947354 sigma_e | 1.0516468 rho | .2267419 (fraction of variance due to u_i) ------------------------------------------------------------------------------ Instrumented: lexport Instruments: logl logk year sector2 fowner province ------------------------------------------------------------------------------ . xtoverid xtoverid error: internal reestimation of eqn differs from original r(198);
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st: -xtoverid- fails after -xtivreg, re-
From
Junxin Sun <[email protected]>
To
[email protected]
Subject
st: -xtoverid- fails after -xtivreg, re-
Date
Fri, 11 Jun 2010 12:35:48 +1000
Hi everyone,
When I use -xtoverid- after -xtivreg, re-, report is "internal reestimation of eqn differs from original". However, -xtoverid- after -xtivreg, fe- is 0.7686. Does it mean I can not do sargan test or re?