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Re: st: overid after ivregress
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: overid after ivregress
Date
Thu, 15 Jul 2010 16:36:51 -0500
-ivregress- is "too new" for -overid-. Besides, -help ivregress
postestimation- informs that -estat overid- can be used to obtain the
overidentification test.
On Thu, Jul 15, 2010 at 10:20 AM, xueliansharon <[email protected]> wrote:
> Dear all,
>
> I meet a strange problem, the command "overid" can't be used after
> ivregress, the error message is
> "overid not supported for command ivregress
> last estimates not found
> r(301)"
>
> This is strange, since in the help file of overid, it says that overid can
> "Calculate tests of overidentifying restrictions after ivregress, ivreg2,
> ivprobit, ivtobit, and reg3", so why does this problem happen? BTW, my
> version for overid is st0030_3 .
>
> The commands I use are:
> sysuse auto
> ivregress 2sls price mpg (weight turn=length displacement gear_ratio trunk)
> overid
>
> Hope to get your help.
>
> Many thanks,
> Sharon
>
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--
Stas Kolenikov, also found at http://stas.kolenikov.name
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