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Re: st: xtivreg2, overidxt,
May be you installed -ivreg2- from SJ rather than from ssc, which usually provides the newest version. Solution:
ssc install ivreg2, replace
For the interpretation, it depends on what you think about the p-value. If you usually reject the null hypothesis for any p<5%, then everything is fine. I you reject the null hypothesis also for any 10%<p<5%, then the test casts doubt on the validity of the instruments. Please note that -xtoverid- produces a similar test and may give slightly different results (running the example at the end of the help for -overidxt- yealds a p=.4138; re-running with -xtoverid- yealds a p=.4411)
Nicola
At 02.33 14/03/2007 -0400, [email protected] wrote:
>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.
>
>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?
>thanks so much for your help
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