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st: RE: xtivreg2, overidxt,
Dear ncdcta00:
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 13 March 2007 21:58
> To: [email protected]
> Subject: st: xtivreg2, overidxt,
>
> Dear statalist,
> I have some problems to implement xtivreg2 because stata give
> me this error:
> Error - must have ivreg2 (or ivreg28, for Stata 8 users) version
> 2.1.15 or greater installed
> r(601);
>
> I have update stata, I use stata 9 and I installed the
> package iverg28 and ivreg2.
Try, from within Stata:
which xtivreg2, all
which ivreg2, all
which ivreg28, all
to see if the packages are correctly installed and that you don't have
any older versions lurking around. Also,
> Other question is: how I interpret overidxt? when my p value
> is 10% my instrument is correleted with my dipendent
> variable? or I refuse the null hypothesis and so the
> instrument that I use is ok?
You should switch to -xtoverid- In any case, the interpretation of the
overid stat is the same as for any overid stat in the linear model.
Rejection implies failure of the orthononality conditions, and this can
happen for a variety of reasons - reverse causality, omitted variables,
etc.
Cheers,
Mark
> thanks so much for your help
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
