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st: AW: -xtoverid- fails after -xtivreg, re-
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
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: [email protected]
[mailto:[email protected]] Im Auftrag von Junxin Sun
Gesendet: Freitag, 11. Juni 2010 04:36
An: [email protected]
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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