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RE: st: overid not working after ivprobit


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: overid not working after ivprobit
Date   Fri, 18 May 2012 15:20:08 +0100

You don't say what you typed before -overid-, but you triggered this error message

	if "`e(vcetype)'" == "Robust" {
		di in red "Test not valid with robust covariance matrix: use ivreg2"
		exit 198
	}

It's my understanding that the first part means what it says, and the second part just happens to be bad advice in your case. 

So, "does not work" is not fair comment, as the limitation is deliberate and also explicit in the help: 

"-overid- will not produce a result if either the robust or cluster options are employed in the preceding IV regression."

I don't do this stuff at all -- I am just reading the help and looking at the code -- but the question of a fix is moot until you can explain what the authors of -overid- are missing here. 

Nick 
n.j.cox@durham.ac.uk 

Benjamin Goy

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?

Nick Cox

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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