Marcella,
From: Marcella Vigneri <[email protected]>
To: [email protected]
Subject: st: overid command
Date sent: Wed, 2 Oct 2002 10:01:47 +0100 (GMT Daylight Time)
Send reply to: [email protected]
> Good morning,
>
> I would like to ask if you know of a test (and Stata
> command) that can be used in place of overid when I use the
> svyivreg command in place of ivreg to control for sampling
> design.
FYI, I'm a co-author of overid and ivreg2. To my knowledge, there is
no such command available via the usual routes (e.g., ssc-ideas).
It looks like you have two options. One is to write your own program
for your particular circumstance. (Not to everybody's taste.)
The second option is easier but might not work, depending on your
specific application. If you can formulate your sampling design
using a combination of the weights and cluster options, then you can
use ivreg2. The output of ivreg2 includes a Sargan or Hansen overid
statistic.
Hope this helps.
--Mark
>
> Kind regards,
> Marcella Vigneri
>
>
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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