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RE: st: overid not working after ivprobit


From   "Benjamin Goy" <benjamin.goy@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: overid not working after ivprobit
Date   Fri, 18 May 2012 15:28:25 +0200

Sorry mixed it up.  Only overid does not work either:

. overid
Test not valid with robust covariance matrix: use ivreg2
r(198);

However I do not understand why I should use ivreg2 if I am actually running
an ivprobit model. 

Any fix to this?

Thanks.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Freitag, 18. Mai 2012 12:51
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: overid not working after ivprobit

Some confusion here. -overid- is a user-written command. -estat- is an
official command. I can't see any reason whatsoever why -estat overid-
should be expected to work. That is, -overid- is not a subcommand of
anything.

Using -overid- directly with or without options is the only way to use it.
Please read the help again.

Nick

On Fri, May 18, 2012 at 11:40 AM, Benjamin Goy <benjamin.goy@gmx.de> wrote:

> unfortunately I have problems with the overid subcommand after 
> ivprobit regressions although I installed overid as described in 
> various answers on statalist.
>
> . ssc install overid, replace
> checking overid consistency and verifying not already installed...
> all files already exist and are up to date.
>
>  . estat overid
> invalid subcommand overid
> r(321);
>
>
> Am I correct that firststage and endogenous are not working after
ivprobit?
> Consequently overid is the only ivprobit postestimation command?
>
>
> I am using Stata 10.1
>

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