Re: st: overid error after reg3

[Jack Needleman <needlema@ucla.edu>]

Thanks to both Martin and Austin.

To clarify, stata is up to date, so mata should be up to date
overid is up to date.
Austin suggests it is a memory problem because of the number of 
observations.

I've set up a 400m space for Stata, and the data set has 7880 
observations, and takes up about 600kb.
It does look like overid wants to set up a matrix of 15760*15760, or two 
times^2 the number of observations.

I agree that if I were running a two two equation recursive model like 
that I outlined, I should use ivreg2, but this was a test and my goal 
was to run a four equation model. Looks like I'll need to develop an 
alternative strategy to testing overidentification if the size of the 
matrix used by overid is (obs*number of equations)^2

jack

Austin Nichols wrote:
> Jack Needleman <needlema@ucla.edu> :
> 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 <needlema@ucla.edu> 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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