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st: problems combining xtivreg and xtoverid or using xtivreg2 with random effects estimation


From   "Daniel Schalling" <daniel.schalling@uni-weimar.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: problems combining xtivreg and xtoverid or using xtivreg2 with random effects estimation
Date   Fri, 30 Sep 2011 12:09:49 +0200

> But this is peculiar.  If you estimate using -xtivreg- but exclude all the
variables that Stata is dropping, -xtoverid- should now work.  

I tried it again and again and somehow it worked now. I excluded all the
omitted variables and xtoverid worked. Thank you very much for that!

> was introduced in Stata 11, if I recall.  It's possible that if you
precede your -xtivreg- estimation with the line version 10 [...]

I tried this as well, because I'm using Stata 11. It seems to solve the
problem with the omitted variables, too. But xtoverid brings out another
error message: " xtoverid error: internal reestimation of eqn differs from
original r(198);". But this doesn't matter, due to the fact that xtoverid
now works.

I have another question concerning this topic: Do you have any idea or
advice for me, how to get similar postestimations for xtivreg like the ones
you get in xtivreg2: weak identification test and underidentification test?


A few information about my analysis:
- a panel data with 62 groups and each 60 observations
- 59 exogenous variables, a few of them are dummies
- 2 endogenous variables with  5 instruments

Thank you all a lot, Daniel.


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