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st: Re: problem with overid with ivtobit command

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: problem with overid with ivtobit command
Date   Mon, 22 Sep 2008 07:01:49 -0400

< >
Have you indeed installed the overid command? -which overid- should tell you that.

If you -sysuse auto- and run the example from the overid help file, does it work?

. ivtobit gear_ratio displacement (mpg=length weight turn) [fw=rep78], twostep ll(2.2)

. overid


Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

On Sep 22, 2008, at 02:33 , Olivier wrote:

I have estimated with tobit instrumental regression this equation (on cross section data) i.e

ivtobit Y1 X1 X2 X3 (Z=X4 X5) twostep, ll(0)

Next, I would like to test the overidentifying restrictions after the ivtobit command
Thus I am using the overid module developped by Christopher Baum with the next command


I have this following message : invalid syntax
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