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st: AW: -xtoverid- fails after -xtivreg, re-


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: -xtoverid- fails after -xtivreg, re-
Date   Fri, 11 Jun 2010 09:46:18 +0200

<> 

No html posting, right?

Try http://www.stata.com/statalist/archive/2008-10/msg01189.html
http://www.stata.com/statalist/archive/2007-07/msg00979.html




HTH
Martin

Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Junxin Sun
Gesendet: Freitag, 11. Juni 2010 04:36
An: statalist@hsphsun2.harvard.edu
Betreff: st: -xtoverid- fails after -xtivreg, re-

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? 
 
. 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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