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st: xt-overid


From   Giannis Paraskeuopouls <gparaskeuopouls@hotmail.gr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xt-overid
Date   Mon, 26 Jul 2010 16:49:12 +0100

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Dear all,



I try to estimate a model using -xthtaylor (stata 10).



xthtaylor Y X1 X2 Z1 , endog(x2)

where,  x1 (x2) is a vector of time variant exogenous regressors
(endogenous) and Z1 stands for time invariant exogenous regressors. 

This model seems to be ok. 



However, when applying the -xtoverid command to test the over-identifying
restrictions I get a message like "xtoverid error: internal reestimation
of eqn differs from original". I also use the -noi option but I was not
able to identify any co-linearity.

However, even using a much smaller specification I also fail to get the result.



Any suggestion will be very helpful for me.

Really many thanks for your time .



Thank you in advance,

G. P.

 		 	   		  
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