I have downloaded the most recent version of overid from ssc, and am
attempting to use it after reg3. A preliminary test using a two
equation system results in the following message:
. overid
#: 3900 unable to allocate real <tmp>[15760,15760]
overidreg3(): - function returned error
<istmt>: - function returned error
The reg3 command and output is:
. reg3 (mcs alcohol female age bach black ) (alcohol female age bach
black liquornear bluelaw hs)
Three-stage least-squares regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
mcs 7880 5 8.750366 0.3323 802.29 0.0000
alcohol 7880 7 23.6458 0.0219 188.43 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
mcs |
alcohol | -.2995934 .0277023 -10.81 0.000 -.3538889
-.2452979
female | -3.301902 .1981787 -16.66 0.000 -3.690325
-2.913479
age | -.0266717 .0123345 -2.16 0.031 -.050847
-.0024965
bach | 4.190949 .2342934 17.89 0.000 3.731743
4.650156
black | -2.273621 .2765272 -8.22 0.000 -2.815605
-1.731638
_cons | 63.05408 1.575275 40.03 0.000 59.9666
66.14156
-------------+----------------------------------------------------------------
alcohol |
female | -.1236572 .5351798 -0.23 0.817 -1.17259
.925276
age | .0565479 .0330303 1.71 0.087 -.0081904
.1212861
bach | -1.090354 .6567427 -1.66 0.097 -2.377546
.1968384
black | -.017214 .746943 -0.02 0.982 -1.481195
1.446768
liquornear | 6.901345 .5325147 12.96 0.000 5.857635
7.945054
bluelaw | -.6087095 .5259382 -1.16 0.247 -1.639529
.4221104
hs | -2.713659 .6842939 -3.97 0.000 -4.05485
-1.372468
_cons | 50.64838 1.58318 31.99 0.000 47.5454
53.75136
------------------------------------------------------------------------------
Endogenous variables: mcs alcohol
Exogenous variables: female age bach black liquornear bluelaw hs
-
The intent is to instrument alcohol with liquornear and bluelaw.
Any help would be appreciated.
Jack Needleman
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