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st: RE: overid command


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: overid command
Date   Fri, 23 Nov 2012 15:29:27 -0000

Raluca,

You probably have an old version of overid installed.  The ssc versions
are often more up-to-date than the SJ versions.  The latest version of
overid is 2.0.7.  From within Stata, "which overid" will tell you what
you have.

HTH,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Raluca Prelipceanu
> Sent: 20 November 2012 19:00
> To: statalist@hsphsun2.harvard.edu
> Subject: st: overid command
> 
> 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
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