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

From   John Antonakis <>
Subject   Re: st: what does "no overidentifiying restriction" result mean for estat overid?
Date   Mon, 25 Apr 2011 13:20:55 +0200


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


no overidentifying restrictions



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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
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