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st: what does "no overidentifiying restriction" result mean for estat overid?


From   yuanxi zhang <john_bian_8308@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: what does "no overidentifiying restriction" result mean for estat overid?
Date   Sun, 24 Apr 2011 20:55:27 -0700

Hello,

I was doing instrumental variable regression on stata, and tried estat
overid command to test whether the instrument is exogenous. However,
the program shows "no overidentifying restriction", which looks like
an error message to me. Does that mean we should reject the null or
the other way around?

Thank you very much!

Brandon Zhang
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