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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: what does "no overidentifiying restriction" result mean for estat overid? |
Date | Mon, 25 Apr 2011 13:20:55 +0200 |
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 > * > * 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/ * * 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/