st: re: overid after reg3

[Kit Baum <baum@bc.edu>]

<  >

Demetris said, in re using our -overid- command after -reg3-  
(presumably with Stata 10),

I make an educate guess and generate lagged values instead of using  
lagged =
operators and rerun the exercise, as follows:
=20
cons 1 ([x1]Lx1 + [x1]Lx3 + [x1]Lx4 + [x2]Lx2 + [x2]Lx5 + [x2]Lx6) =3D 0
reg3 (y x1 Lx1 x2) (x1 Lx1 Lx3 Lx4 ind*) (x2 Lx2 Lx5 Lx6 ind*), small  
dfk l=
(95) cons(1)
overid
=20
only to get another message:
=20


There is indeed some bug that has arisen in -overid-, as it no longer  
runs the examples with -reg3- in its help file. I suspect that as it  
was last revised pre-Stata 10, some changes within Mata for version  
10 have introduced the error. I have just tested it on a machine  
running Stata 9.2, and it works fine on those help-file examples. It  
does have difficulty with time-series operators, and we will fix that.

We will research the issue caused by the version upgrade and post an  
updated version to the archive ASAP.

Thanks
Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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