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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: AW: -xtoverid- fails after -xtivreg, re- |
Date | Fri, 11 Jun 2010 09:46:18 +0200 |
<> No html posting, right? Try http://www.stata.com/statalist/archive/2008-10/msg01189.html http://www.stata.com/statalist/archive/2007-07/msg00979.html HTH Martin Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Junxin Sun Gesendet: Freitag, 11. Juni 2010 04:36 An: statalist@hsphsun2.harvard.edu Betreff: st: -xtoverid- fails after -xtivreg, re- Hi everyone, When I use -xtoverid- after -xtivreg, re-, report is "internal reestimation of eqn differs from original". However, -xtoverid- after -xtivreg, fe- is 0.7686. Does it mean I can not do sargan test or re? . xtivreg logva logl logk year sector2 (lexport=fowner province), re G2SLS random-effects IV regression Number of obs = 749130 Group variable: firm Number of groups = 330324 R-sq: within = 0.3807 Obs per group: min = 1 between = 0.4836 avg = 2.3 overall = 0.4919 max = 3 Wald chi2(5) = 680493.84 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ---------------------------------------------------------------------------- -- logva | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- lexport | .331658 .0098104 33.81 0.000 .3124301 .350886 logl | .4722456 .0019082 247.48 0.000 .4685056 .4759856 logk | .2853522 .0009653 295.62 0.000 .2834604 .2872441 year | -.529099 .0012393 -426.93 0.000 -.531528 -.52667 sector2 | -.000029 1.35e-06 -21.47 0.000 -.0000316 -.0000264 _cons | 1062.009 2.486507 427.11 0.000 1057.136 1066.883 -------------+-------------------------------------------------------------- -- sigma_u | .56947354 sigma_e | 1.0516468 rho | .2267419 (fraction of variance due to u_i) ---------------------------------------------------------------------------- -- Instrumented: lexport Instruments: logl logk year sector2 fowner province ---------------------------------------------------------------------------- -- . xtoverid xtoverid error: internal reestimation of eqn differs from original r(198); * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/