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


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: what does "no overidentifiying restriction" result mean for estat overid?
Date   Mon, 25 Apr 2011 09:35:59 +0100

I think you need to show exact command syntax and results to get better advice.

Nick

On Mon, Apr 25, 2011 at 4:55 AM, yuanxi zhang
<john_bian_8308@hotmail.com> wrote:

> 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?
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