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st: AW: Overidentifying test
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No need to install anything:
*************
webuse hsng2, clear
ivregress 2sls rent pcturban ///
(hsngval = faminc reg2-reg4)
estat overid
*************
Installation might be required if you use a Stata version other than 10
(which your use of -ivreg- instead of -ivregress- seems to indicate. Note
that you are meant to disclose this in your initial post...)
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Tharshini
Thangavelu
Gesendet: Montag, 13. Juli 2009 14:19
An: [email protected]
Betreff: st: Overidentifying test
Hi,
How do I test the over identifying restriction test in Stata? Do I need to
install anything?
I have used these commands but it doesn't seem to be working.
First I estimate a 2SLS estimation with two instrumental variable: twoboys
and
twogrils. This gives me single over identifying restriction.
ivreg workedm (morekids=twoboys twogirls) agem1 agefstm boy1st black hispan
o
thrace
Then to test I use these two commands. The error message that I get is under
each commands.
*sc install overid
variable install not found
no variables defined
r(111);
overid
unrecognized command: overid
r(199);
--
Tharshini THANGAVELU
Forskarbacken 8 / 101
114 16 Stockholm
Sweden
Phone +46 (0)735 53 43 90
E-mail [email protected]
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