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st: Re: problem with overid with ivtobit command
< >
Have you indeed installed the overid command? -which overid- should
tell you that.
If you -sysuse auto- and run the example from the overid help file,
does it work?
. ivtobit gear_ratio displacement (mpg=length weight turn)
[fw=rep78], twostep ll(2.2)
. overid
Kit
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Sep 22, 2008, at 02:33 , Olivier wrote:
I have estimated with tobit instrumental regression this equation
(on cross section data) i.e
ivtobit Y1 X1 X2 X3 (Z=X4 X5) twostep, ll(0)
Next, I would like to test the overidentifying restrictions after
the ivtobit command
Thus I am using the overid module developped by Christopher Baum
with the next command
overid
I have this following message : invalid syntax
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