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Re: st: RE: xtoverid error: internal reestimation of eqn differs from original
Thank you Mark,
you were wright: there is a problem of multicollinearity...
Cheers
Maria
Citazione "Schaffer, Mark E" <[email protected]>:
> Maria,
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of
> > [email protected]
> > Sent: Tuesday, July 31, 2007 1:33 PM
> > To: [email protected]
> > Subject: st: xtoverid error: internal reestimation of eqn
> > differs from original
> >
> > dear Stata users,
> > I am using the Hausman and Taylor (1981) Stata command as follows:
> >
> > xi:xthtaylor dep_var x1 x2 x3 x4 x5 i.country*y2001 i.country*y2002
> > i.country*y2003 i.country*y2004 i.country*y2005
> > i.country*y2006, endog(x1 x2
> > x3 x4 )
> >
> > when, after the regression, I run the "xtoverid" command I
> > get the following error message:
> >
> > xtoverid error: internal reestimation of eqn differs from original
> >
> > I would really appreciate your help in understanding the
> > reason of that!
>
> Try using the (undocumented) -noisily- option of -xtoverid-, i.e.,
>
> xtoverid, noi
>
> This will show all the internal regressions that -xtoverid- does to
> reproduce the Hausman-Taylor estimator. My guess is that you have
> collinearity problems that -xthtaylor- isn't reporting. These will show
> up with the -noi- option. The variable names will be temporary names so
> it won't be easy to work out exactly what is going on, but it may be
> enough.
>
> Cheers,
> Mark
>
> >
> > Thanks
> > Maria
> >
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> >
>
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