Jack Needleman <[email protected]> :
It looks like -overid- wants to make a big matrix (15760x15760) that
your current memory settings preclude (help memory). You should
probably use -ivreg2- for this model, though, with appropriate SE
adjustments depending on your data structure.
ssc inst ivreg2
ssc inst ranktest
ivreg2 mcs female age bach black hs (alcohol = liquornear bluelaw),
first robust
More useful advice probably depends on more info on the research
question and data...
On Thu, May 21, 2009 at 12:44 PM, Jack Needleman <[email protected]> wrote:
> 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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