Re: st: what does "no overidentifiying restriction" result mean for estat overid?

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

Is your model overidentified?  That is, do you have more instruments 
than endogenous regressors (mediators)?  You probably don't, which is 
what is causing the error (though your e-mail is very vague--avoid such 
vague requests in the future).  E.g., run

. webuse auto
. qui ivregress 2sls price (mpg = weight)

Now, typing:
. estat overid

Gives:

no overidentifying restrictions
r(498);

HTH,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 25.04.2011 05:55, yuanxi zhang wrote:
> Hello,
>
> I was doing instrumental variable regression on stata, and tried estat
> overid command to test whether the instrument is exogenous. However,
> the program shows "no overidentifying restriction", which looks like
> an error message to me. Does that mean we should reject the null or
> the other way around?
>
> Thank you very much!
>
> Brandon Zhang
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