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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Q on reg3 output for model fit |

Date |
Sun, 10 Feb 2013 18:55:31 +0100 |

You might not have the right version of overid. Typing -which overid- give me: . which overid c:\ado\plus\o\overid.ado *! overid V2.0.7 05feb2010 *! Authors C F Baum, Vince Wiggins, Steve Stillman, Mark Schaffer Typing -help overid- gives the following in the relevant section: ------------------------------------------------------------------------------------------------- help for overid -------------------------------------------------------------------------------------------------

[snip]

HTH, J. __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 10.02.2013 18:47, Jason R Franken wrote: > Thanks John, >

> "overid works only after ivreg, ivreg2; use overidxt after xtivreg" ... > > Jason > > > ----- Original Message ----- > From: "John Antonakis" <John.Antonakis@unil.ch> > To: statalist@hsphsun2.harvard.edu > Sent: Sunday, February 10, 2013 11:22:41 AM > Subject: Re: st: Q on reg3 output for model fit > > OK...that chi-square is just a Wald test that the predictors > simultaneously = 0. It is not an overidentification statistic. You > should run that statistic in any case if you are overidentified by using > the userwritten command -overid- (available from SSC) to ensure that the > model constraints are tenable. After running reg3 just type -overid-. > Although a negative r-square is not necessarily a bad thing, it could

> > Best, > J. > > P.S. it is always good and saves everyone time if you post your output > so we are all on the same page. > > __________________________________________ > > John Antonakis > Professor of Organizational Behavior > Director, Ph.D. Program in Management > > Faculty of Business and Economics > University of Lausanne > Internef #618 > CH-1015 Lausanne-Dorigny > Switzerland > Tel ++41 (0)21 692-3438 > Fax ++41 (0)21 692-3305 > http://www.hec.unil.ch/people/jantonakis > > Associate Editor > The Leadership Quarterly > __________________________________________ > > On 10.02.2013 17:58, Jason R Franken wrote:

>>

>> >> I'm not sure what the chi-square statistic is testing ... >> >> Thanks again. >> >> Jason >> >> ----- Original Message ----- >> From: "John Antonakis" <John.Antonakis@unil.ch> >> To: statalist@hsphsun2.harvard.edu >> Sent: Sunday, February 10, 2013 2:26:58 AM >> Subject: Re: st: Q on reg3 output for model fit >> >> I would worry more about the chi-square statistic of fit (i.e., >> overidentification statistic, which is what I assume you are talking >> about). If that is significant, the model is misspecified and an >> unlikely candidate to have generated the data. So, I would rethink the >> model. >> >> Best, >> J. >> >> __________________________________________ >> >> John Antonakis >> Professor of Organizational Behavior >> Director, Ph.D. Program in Management >> >> Faculty of Business and Economics >> University of Lausanne >> Internef #618 >> CH-1015 Lausanne-Dorigny >> Switzerland >> Tel ++41 (0)21 692-3438 >> Fax ++41 (0)21 692-3305 >> http://www.hec.unil.ch/people/jantonakis >> >> Associate Editor >> The Leadership Quarterly >> __________________________________________ >> >> On 10.02.2013 07:17, Jason R Franken wrote:

>>> >>> Thank you in advance for any insight you can provide. >>> >>> Jason Franken >>> >>> >>> Jason Franken >>> Assistant Professor >>> School of Agriculture >>> Western Illinois University >>> >>> * >>> * 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/ >> * >> * 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/ >> * >> * 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/ > > * > * 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/ > * > * 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/ * * 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/

**References**:**Re: st: Q on reg3 output for model fit***From:*Jason R Franken <JR-Franken@wiu.edu>

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