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st: problems combining xtivreg and xtoverid or using xtivreg2 with random effects estimation
From
"Daniel Schalling" <[email protected]>
To
<[email protected]>
Subject
st: problems combining xtivreg and xtoverid or using xtivreg2 with random effects estimation
Date
Tue, 4 Oct 2011 12:02:32 +0200
> xtoverid has an undocumented option, noi (or noisily). If you say
xtoverid, noi it will report the internal reestimation (done by ivreg2)
including the weak and under identification stats.
Thank you Mark, for your support!
I try with this to figure out where the collinearity comes from.
Additional to that xtoverid reports "Unable to display summary of
first-stage estimates; macro e(first) is missing". As far as I did research
on that this means, that there is no first stage, so I won't be able to get
results for that. But if I use "xtivreg, first" I get results for the first
stage. Might this be related to the collinearity problem and the different
sets of variable which xtivreg and xtoverid are dropping?
Thanks a lot, Daniel.
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