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 on April 23, and its replacement, statalist.org is already up and running.


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

st: overid command


From   Raluca Prelipceanu <raluca.prelipceanu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: overid command
Date   Tue, 20 Nov 2012 20:00:25 +0100

I have a question. I am trying to run an overidentification test after
ivprobit. I installed the package st0030_3 from
http://www.stata-journal.com/software/sj7-4.

But I get an invalid syntax error r (197)

Here is the regression:



ivprobit partip age edu marriedp nchildren womenpart windex rural
(nwomenduty=acrate), twostep first

Checking reduced-form model...

First-stage regression



      Source |       SS       df       MS              Number of obs =   30361

-------------+------------------------------           F(  8, 30352) =  113.11

       Model |  5.20518432     8   .65064804           Prob > F      =  0.0000

    Residual |  174.594938 30352  .005752337           R-squared     =  0.0289

-------------+------------------------------           Adj R-squared =  0.0287

       Total |  179.800122 30360   .00592227           Root MSE      =  .07584



------------------------------------------------------------------------------

  nwomenduty |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

      acrate |  -.0008919   .0000734   -12.15   0.000    -.0010358    -.000748

         age |  -.0000511   .0000372    -1.38   0.169    -.0001239    .0000217

         edu |  -.0010668   .0001473    -7.24   0.000    -.0013555   -.0007781

    marriedp |    .005134   .0010753     4.77   0.000     .0030264    .0072415

   nchildren |  -.0011971   .0004583    -2.61   0.009    -.0020955   -.0002988

   womenpart |  -.0162443   .0028077    -5.79   0.000    -.0217476   -.0107411

      windex |  -.0010743   .0002554    -4.21   0.000    -.0015748   -.0005738

       rural |   .0136007   .0014676     9.27   0.000     .0107242    .0164772

       _cons |   .7707199   .0064833   118.88   0.000     .7580124    .7834274

------------------------------------------------------------------------------



Two-step probit with endogenous regressors        Number of obs   =     30620

                                                  Wald chi2(8)    =   2164.92

                                                  Prob > chi2     =    0.0000



------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

  nwomenduty |  -21.90201   2.285319    -9.58   0.000    -26.38115   -17.42286

         age |   .0120037   .0010417    11.52   0.000     .0099621    .0140454

         edu |   .0771059   .0048738    15.82   0.000     .0675534    .0866584

    marriedp |   .0304944   .0324606     0.94   0.348    -.0331272     .094116

   nchildren |  -.1455361    .013224   -11.01   0.000    -.1714546   -.1196176

   womenpart |  -.1669328   .0890519    -1.87   0.061    -.3414714    .0076058

      windex |   .0673806   .0074931     8.99   0.000     .0526945    .0820668

       rural |   .3219787   .0484995     6.64   0.000     .2269214    .4170359

       _cons |   13.78699   1.607794     8.58   0.000     10.63577    16.93821

------------------------------------------------------------------------------

Instrumented:  nwomenduty

Instruments:   age edu marriedp nchildren womenpart windex rural acrate

------------------------------------------------------------------------------

Wald test of exogeneity:     chi2(1) =   197.31           Prob > chi2 = 0.0000



note: 0 failures and 259 successes completely determined.



. overid, depvar(partip)

invalid syntax

r(197);




Am I wrong? What should I do?


Thank you.


Best,


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


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