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st: overid updated


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: overid updated
Date   Thu, 18 Jan 2007 20:17:14 -0500

The -overid- routine of Baum, Schaffer, Stillman and Wiggins has been updated to correct a minor flaw. The recently-added code for overidentification tests after -reg3- failed to calculate the correct degrees of freedom when collinear exogenous regressors were included in the model (although the correct test statistic was calculated). That error has been fixed in the new version, available from -ssc- or -adoupdate-.

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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