On Tue, 3 Nov 2009, Schaffer, Mark E wrote:
Kelvin,
Kit and I are looking at this now. We've worked out what's going on
with the overid test. Curiously, -estat- after -ivregress- seems to
report a standard (heteroskedasticity)-robust overid test even when the
equation is estimated as cluster-robust. Compare the following:
Mark identified the main problem here. -estat overid- after -ivregress-
is reporting a heteroskedasticity-robust statistic even though you
equested cluster-robust standard errors. We'll get this corrected in a
future ado-file update.
-- Brian Poi
-- [email protected]
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