Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: what does "no overidentifiying restriction" result mean for estat overid?
Date   Mon, 25 Apr 2011 13:20:55 +0200

Hi:

Is your model overidentified? That is, do you have more instruments than endogenous regressors (mediators)? You probably don't, which is what is causing the error (though your e-mail is very vague--avoid such vague requests in the future). E.g., run

. webuse auto
. qui ivregress 2sls price (mpg = weight)

Now, typing:
. estat overid

Gives:

no overidentifying restrictions
r(498);

HTH,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 25.04.2011 05:55, yuanxi zhang wrote:
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index