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st: Using OVERID after REG3 with a system of equations


From   "Lopez, Andres" <Andres.Lopez@occ.treas.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Using OVERID after REG3 with a system of equations
Date   Fri, 19 Aug 2011 14:57:07 -0400

Hi Everyone,

I have a question regarding the OVERID command.

I am running a 6 equation system using REG3 (3SLS).
I have 11 panels and about 17 periods per panel; the panels are unbalanced.

I was wondering if using the OVERID command is the best way to test for overidentification? Is OVERID designed for use after this type of regression with a low number of observations or will the power be very low?

Thanks,
Andres


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