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Re: AW: AW: st: RE: overid
From
Marguerite Duponchel <[email protected]>
To
[email protected]
Subject
Re: AW: AW: st: RE: overid
Date
Wed, 28 Apr 2010 11:07:43 +0200
That's what I get, don't understand much to be honest.
. set trace on
. overid, depvar(foreign)
--------------------------------------------------------------------------------------------------------------------
begin overid ---
- version 9.2
- syntax [ , chi2 dfr f all depvar(varname) ]
- if "`e(cmd)'" ~= "ivreg" & "`e(cmd)'" ~= "ivreg2" & "`e(cmd)'" ~= "reg3" &
"`e(cmd)'" ~= "ivprobit" & "`e(cmd)'" ~= "ivtobit" {
= if "ivprobit" ~= "ivreg" & "ivprobit" ~= "ivreg2" & "ivprobit" ~= "reg3" &
"ivprobit" ~= "ivprobit" & "ivprobit" ~= "ivtobit" {
di in r "overid not supported for command `e(cmd)'"
error 301
}
- if "`e(vcetype)'" == "Robust" {
= if "" == "Robust" {
di in red "Test not valid with robust covariance matrix: use ivreg2"
exit 198
}
- if ("`e(cmd)'" == "ivprobit" | "`e(cmd)'" == "ivtobit") &
("`e(method)'"~="twostep") {
= if ("ivprobit" == "ivprobit" | "ivprobit" == "ivtobit") &
("twostep"~="twostep") {
di in red "Test available for `e(cmd)' only with -twostep- method"
exit 198
}
- local weight ""
- if "`e(wexp)'" != "" {
= if "" != "" {
if "`e(wtype)'"=="pweight" {
di in red "test not valid with pweights"
exit 198
}
else {
local weight "[`e(wtype)'`e(wexp)']"
}
}
- if "`chi2'`dfr'`f'`all'" == "" {
= if "" == "" {
- local chi2 "chi2"
- }
- if "`e(cmd)'" == "ivreg" | "`e(cmd)'" == "ivreg2" {
= if "ivprobit" == "ivreg" | "ivprobit" == "ivreg2" {
tempname res iota Nprec K L inst touse sargan regest rssiv b
mat `b' = e(b)
local x : colnames `b'
local x : subinstr local x "_cons" "_cons" , word count(local hc)
if `hc' == 0 {
local noc "noc"
}
local inst `e(insts)'
local rssiv = e(rss)
gen byte `touse' = e(sample)
mat `b'=diag(e(b))
local L=colsof(`b')-diag0cnt(`b')
qui predict double `res' if `touse', res
if "`e(fwlcons)'"~= "" {
preserve
tempname fwl_resid
if e(fwlcons)==0 {
local fwlnocons "nocons"
}
local noc "noc"
if "`e(fwl1)'" ~= "" {
local fwl1 `e(fwl1)'
}
else {
local fwl1 `e(fwl)'
}
_estimates hold `regest'
foreach var of varlist `inst' `res' {
qui regress `var' `fwl1' if `touse', `fwlnocons'
qui predict double `fwl_resid' if `touse', resid
qui replace `var' = `fwl_resid'
drop `fwl_resid'
}
mat `b'=diag(e(b))
local fwl_ct = colsof(`b')-diag0cnt(`b')
local L = `L' + `fwl_ct'
_estimates unhold `regest'
}
else {
local fwl_ct = 0
}
qui gen `iota'=1
qui matrix accum `b' = `iota' `weight' if `touse'
scalar `Nprec'=`b'[1,1]
capture {
_estimates hold `regest'
regress `res' `inst' `weight' if `touse', `noc'
scalar `sargan' = `Nprec'*(1.0-e(rss)/`rssiv')
mat `b'=diag(e(b))
local K=colsof(`b')-diag0cnt(`b')+`fwl_ct'
local enn = `e(N)'
_estimates unhold `regest'
}
if `enn' <= `K' {
di as err "Error: cannot calculate test when number of instruments"
di as err " equals or exceeds number of observations"
error 2001
}
return scalar df = `K'-`L'
if return(df) == 0 {
di in red _n "There are no overidentifying restrictions."
exit
}
return scalar dfu=`Nprec'-`K'
return scalar dfr=`Nprec'-`L'
return scalar N = e(N)
di in gr _n "Tests of overidentifying restrictions:"
if "`chi2'`all'" != "" {
return scalar sargan = `sargan'
return scalar sarganp= chiprob(return(df),return(sargan))
di in gr _c "Sargan N*R-sq test " in ye _col(25) %7.3f return(sargan) in gr in
gr " Chi-sq(" %1.0f in ye return(df) in gr ")" _col
> (47) "P-value = " in ye %5.4f return(sarganp)
di
}
if "`dfr'`all'" != "" {
return scalar sargan2 = `sargan'*return(dfr)/`Nprec'
return scalar sargan2p= chiprob(return(df),return(sargan2))
di in gr _c "Sargan (N-L)*R-sq test " in ye _col(25) %7.3f return(sargan2) in
gr in gr " Chi-sq(" %1.0f in ye return(df) in gr ")"
> _col(47) "P-value = " in ye %5.4f return(sargan2p)
di
}
if "`chi2'`dfr'`all'" != "" {
return scalar basmann = `sargan'*return(dfu)/(`Nprec'-`sargan')
return scalar basmannp= chiprob(return(df),return(basmann))
di in gr _c "Basmann test " in ye _col(25) %7.3f return(basmann) in gr in gr "
Chi-sq(" %1.0f in ye return(df) in gr ")" _col(47)
> "P-value = " in ye %5.4f return(basmannp)
di
}
if "`f'`all'" != "" {
return scalar sarganf = `sargan'/`Nprec'*return(dfr)/return(df)
return scalar sarganfp= Ftail(return(df),return(dfr),return(sarganf))
di in gr _c "Sargan pseudo-F test " in ye _col(25) %7.3f return(sarganf) in gr
in gr " F(" %1.0f in ye return(df) in gr "," %1.0f
> in ye return(dfr) in gr ")" _col(47) "P-value = " in ye %5.4f return(sarganfp)
di
return scalar basmannf = `sargan'*return(dfu)/(`Nprec'-`sargan')/return(df)
return scalar basmannfp= Ftail(return(df),return(dfu),return(basmannf))
di in gr _c "Basmann pseudo-F test " in ye _col(25) %7.3f return(basmannf) in
gr in gr " F(" %1.0f in ye return(df) in gr "," %1.0
> f in ye return(dfu) in gr ")" _col(47) "P-value = " in ye %5.4f
return(basmannfp)
di
}
}
- if "`e(cmd)'" == "reg3" {
= if "ivprobit" == "reg3" {
tempname esigma beta eps
tempvar iota touse
mat __sigma = e(Sigma)
mat `beta' = e(b)
mat __V = e(V)
g byte `iota' = 1 if e(sample)
local exog `e(exog)' `iota'
local neq `e(k_eq)'
local depvar `e(depvar)'
foreach w of local depvar {
tempvar eps`w'
predict double `eps`w'', resid equation(`w')
local epss "`epss' `eps`w''"
}
local nbeta = colsof(`beta')
g byte `touse' = e(sample)
mata: overidreg3("`epss'","`exog'",`nbeta',"`touse'")
local nbeta = `nbeta' - nconstr
di in gr _n "Number of equations : " `neq'
di in gr "Total number of exogenous variables in system : " nexog
di in gr "Number of estimated coefficients : " `nbeta'
if nconstr > 0 {
di in gr "Net of " nconstr " linear constraints / dependencies"
}
di in gr "Hansen-Sargan overidentification statistic : " %9.3f crit
di in gr "Under H0, distributed as Chi-sq(" df "), pval = " %6.4f chi2
return scalar crit = crit
return scalar df = df
return scalar p = chi2
return scalar nexog = nexog
return scalar nbeta = `nbeta'
return scalar nconstr = nconstr
return scalar neq = `neq'
return local cmd = "reg3"
}
- if "`e(cmd)'" == "ivprobit" {
= if "ivprobit" == "ivprobit" {
- tempname regest b b2 overid overidp df nobs
- tempvar touse
- gen byte `touse'=e(sample)
= gen byte __000007=e(sample)
- mat `b'=e(b)
= mat __000001=e(b)
- local regressors : colnames `b'
= local regressors : colnames __000001
- local dirt "_cons"
- local regressors : list regressors - dirt
- local endo "`e(instd)'"
= local endo "mpg"
- local insts "`e(insts)'"
= local insts "displacement length weight turn"
- local exexog : list insts - regressors
- local inexog : list regressors - endo
- local inexog : list inexog - exexog
- if "`depvar'"=="" {
= if "foreign"=="" {
local depvar : word 1 of `e(depvar)'
}
- if "`depvar'" =="" {
= if "foreign" =="" {
di in red "Error: you must use the depvar() option"
exit 198
}
- local asis "`e(asis)'"
= local asis ""
- local wtopt "[`e(wtype)'`e(wexp)']"
= local wtopt "[]"
- _estimates hold `regest', restore
= _estimates hold __000000, restore
- ivprobit2 `depvar' `inexog' (`endo' = `exexog') if `touse' `wtopt', twostep
`asis'
= ivprobit2 foreign displacement (mpg = length weight turn) if __000007 [],
twostep
--------------------------------------------------------------------------------------------------------
begin overid.ivprobit2 ---
- local n 0
- gettoken lhs 0 : 0, parse(" ,[") match(paren)
- IsStop `lhs'
= IsStop foreign
---------------------------------------------------------------------------------------------------------
begin overid.IsStop ---
- if `"`0'"' == "[" {
= if `"foreign"' == "[" {
sret local stop 1
exit
}
- if `"`0'"' == "," {
= if `"foreign"' == "," {
sret local stop 1
exit
}
- if `"`0'"' == "if" {
= if `"foreign"' == "if" {
sret local stop 1
exit
}
- if `"`0'"' == "in" {
= if `"foreign"' == "in" {
sret local stop 1
exit
}
- if `"`0'"' == "" {
= if `"foreign"' == "" {
sret local stop 1
exit
}
- else {
- sret local stop 0
- }
-----------------------------------------------------------------------------------------------------------
end overid.IsStop ---
- if `s(stop)' {
= if 0 {
error 198
}
- while `s(stop)'==0 {
= while 0==0 {
- if "`paren'"=="(" {
= if ""=="(" {
local n = `n' + 1
if `n'>1 {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
exit 198
}
gettoken p lhs : lhs, parse(" =")
while "`p'"!="=" {
if "`p'"=="" {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
di as error `"the equal sign "=" is required"'
exit 198
}
local end`n' `end`n'' `p'
gettoken p lhs : lhs, parse(" =")
}
tsunab end`n' : `end`n''
tsunab exog`n' : `lhs'
}
- else {
- local exog `exog' `lhs'
= local exog foreign
- }
- gettoken lhs 0 : 0, parse(" ,[") match(paren)
- IsStop `lhs'
= IsStop displacement
---------------------------------------------------------------------------------------------------------
begin overid.IsStop ---
- if `"`0'"' == "[" {
= if `"displacement"' == "[" {
sret local stop 1
exit
}
- if `"`0'"' == "," {
= if `"displacement"' == "," {
sret local stop 1
exit
}
- if `"`0'"' == "if" {
= if `"displacement"' == "if" {
sret local stop 1
exit
}
- if `"`0'"' == "in" {
= if `"displacement"' == "in" {
sret local stop 1
exit
}
- if `"`0'"' == "" {
= if `"displacement"' == "" {
sret local stop 1
exit
}
- else {
- sret local stop 0
- }
-----------------------------------------------------------------------------------------------------------
end overid.IsStop ---
- }
- while `s(stop)'==0 {
= while 0==0 {
- if "`paren'"=="(" {
= if ""=="(" {
local n = `n' + 1
if `n'>1 {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
exit 198
}
gettoken p lhs : lhs, parse(" =")
while "`p'"!="=" {
if "`p'"=="" {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
di as error `"the equal sign "=" is required"'
exit 198
}
local end`n' `end`n'' `p'
gettoken p lhs : lhs, parse(" =")
}
tsunab end`n' : `end`n''
tsunab exog`n' : `lhs'
}
- else {
- local exog `exog' `lhs'
= local exog foreign displacement
- }
- gettoken lhs 0 : 0, parse(" ,[") match(paren)
- IsStop `lhs'
= IsStop mpg = length weight turn
---------------------------------------------------------------------------------------------------------
begin overid.IsStop ---
- if `"`0'"' == "[" {
= if `"mpg = length weight turn"' == "[" {
sret local stop 1
exit
}
- if `"`0'"' == "," {
= if `"mpg = length weight turn"' == "," {
sret local stop 1
exit
}
- if `"`0'"' == "if" {
= if `"mpg = length weight turn"' == "if" {
sret local stop 1
exit
}
- if `"`0'"' == "in" {
= if `"mpg = length weight turn"' == "in" {
sret local stop 1
exit
}
- if `"`0'"' == "" {
= if `"mpg = length weight turn"' == "" {
sret local stop 1
exit
}
- else {
- sret local stop 0
- }
-----------------------------------------------------------------------------------------------------------
end overid.IsStop ---
- }
- while `s(stop)'==0 {
= while 0==0 {
- if "`paren'"=="(" {
= if "("=="(" {
- local n = `n' + 1
= local n = 0 + 1
- if `n'>1 {
= if 1>1 {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
exit 198
}
- gettoken p lhs : lhs, parse(" =")
- while "`p'"!="=" {
= while "mpg"!="=" {
- if "`p'"=="" {
= if "mpg"=="" {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
di as error `"the equal sign "=" is required"'
exit 198
}
- local end`n' `end`n'' `p'
= local end1 mpg
- gettoken p lhs : lhs, parse(" =")
- }
- while "`p'"!="=" {
= while "="!="=" {
if "`p'"=="" {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
di as error `"the equal sign "=" is required"'
exit 198
}
local end`n' `end`n'' `p'
gettoken p lhs : lhs, parse(" =")
}
- tsunab end`n' : `end`n''
= tsunab end1 : mpg
----------------------------------------------------------------------------------------------------------------
begin tsunab ---
- version 6
- gettoken user 0: 0, parse(" :")
- gettoken colon 0: 0, parse(" :")
- if `"`colon'"' != ":" { error 198 }
= if `":"' != ":" { error 198 }
- syntax [varlist(ts default=empty)] [, MIN(integer 1) MAX(integer 32000)
NAME(string)]
- c_local `user' `varlist'
= c_local end1 mpg
- local n : word count `varlist'
= local n : word count mpg
- if `n'>=`min' & `n'<=`max' { exit }
= if 1>=1 & 1<=32000 { exit }
------------------------------------------------------------------------------------------------------------------
end tsunab ---
- tsunab exog`n' : `lhs'
= tsunab exog1 : length weight turn
----------------------------------------------------------------------------------------------------------------
begin tsunab ---
- version 6
- gettoken user 0: 0, parse(" :")
- gettoken colon 0: 0, parse(" :")
- if `"`colon'"' != ":" { error 198 }
= if `":"' != ":" { error 198 }
- syntax [varlist(ts default=empty)] [, MIN(integer 1) MAX(integer 32000)
NAME(string)]
- c_local `user' `varlist'
= c_local exog1 length weight turn
- local n : word count `varlist'
= local n : word count length weight turn
- if `n'>=`min' & `n'<=`max' { exit }
= if 3>=1 & 3<=32000 { exit }
------------------------------------------------------------------------------------------------------------------
end tsunab ---
- }
- else {
local exog `exog' `lhs'
}
- gettoken lhs 0 : 0, parse(" ,[") match(paren)
- IsStop `lhs'
= IsStop if
---------------------------------------------------------------------------------------------------------
begin overid.IsStop ---
- if `"`0'"' == "[" {
= if `"if"' == "[" {
sret local stop 1
exit
}
- if `"`0'"' == "," {
= if `"if"' == "," {
sret local stop 1
exit
}
- if `"`0'"' == "if" {
= if `"if"' == "if" {
- sret local stop 1
- exit
-----------------------------------------------------------------------------------------------------------
end overid.IsStop ---
- }
- while `s(stop)'==0 {
= while 1==0 {
if "`paren'"=="(" {
local n = `n' + 1
if `n'>1 {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
exit 198
}
gettoken p lhs : lhs, parse(" =")
while "`p'"!="=" {
if "`p'"=="" {
capture noi error 198
di as error `"syntax is "(all instrumented variables = instrument
variables)""'
di as error `"the equal sign "=" is required"'
exit 198
}
local end`n' `end`n'' `p'
gettoken p lhs : lhs, parse(" =")
}
tsunab end`n' : `end`n''
tsunab exog`n' : `lhs'
}
else {
local exog `exog' `lhs'
}
gettoken lhs 0 : 0, parse(" ,[") match(paren)
IsStop `lhs'
}
- local 0 `"`lhs' `0'"'
= local 0 `"if __000007 [], twostep "'
- tsunab exog : `exog'
= tsunab exog : foreign displacement
----------------------------------------------------------------------------------------------------------------
begin tsunab ---
- version 6
- gettoken user 0: 0, parse(" :")
- gettoken colon 0: 0, parse(" :")
- if `"`colon'"' != ":" { error 198 }
= if `":"' != ":" { error 198 }
- syntax [varlist(ts default=empty)] [, MIN(integer 1) MAX(integer 32000)
NAME(string)]
- c_local `user' `varlist'
= c_local exog foreign displacement
- local n : word count `varlist'
= local n : word count foreign displacement
- if `n'>=`min' & `n'<=`max' { exit }
= if 2>=1 & 2<=32000 { exit }
------------------------------------------------------------------------------------------------------------------
end tsunab ---
- tokenize `exog'
= tokenize foreign displacement
- local lhs "`1'"
= local lhs "foreign"
- local 1 " "
- local exog `*'
= local exog displacement
- Subtract inst : "`exog1'" "`exog'"
= Subtract inst : "length weight turn" "displacement"
-------------------------------------------------------------------------------------------------------
begin overid.Subtract ---
- args cleaned colon full dirt
- tokenize `dirt'
= tokenize displacement
- local i 1
- while "``i''" != "" {
= while "displacement" != "" {
- local full : subinstr local full "``i''" "", word all
= local full : subinstr local full "displacement" "", word all
- local i = `i' + 1
= local i = 1 + 1
- }
- while "``i''" != "" {
= while "" != "" {
local full : subinstr local full "``i''" "", word all
local i = `i' + 1
}
- tokenize `full'
= tokenize length weight turn
- c_local `cleaned' `*'
= c_local inst length weight turn
---------------------------------------------------------------------------------------------------------
end overid.Subtract ---
- local lhsname `lhs'
= local lhsname foreign
- local lhsstr : subinstr local lhsname "." "_"
- local exogname `exog'
= local exogname displacement
- local end1name `end1'
= local end1name mpg
- local instname `inst'
= local instname length weight turn
- _find_tsops `lhs' `exog' `end1' `inst'
= _find_tsops foreign displacement mpg length weight turn
-----------------------------------------------------------------------------------------------------------
begin _find_tsops ---
- local tsops 0
- tokenize `*'
= tokenize foreign displacement mpg length weight turn
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "foreign" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("foreign", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "displacement" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("displacement", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "mpg" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("mpg", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "length" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("length", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "weight" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("weight", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "turn" != "") {
- local tsops = ( index("`1'", ".") > 0 )
= local tsops = ( index("turn", ".") > 0 )
- macro shift
- }
- while (`tsops' == 0 & "`1'" != "") {
= while (0 == 0 & "" != "") {
local tsops = ( index("`1'", ".") > 0 )
macro shift
}
- return scalar tsops = `tsops'
= return scalar tsops = 0
-------------------------------------------------------------------------------------------------------------
end _find_tsops ---
- if `r(tsops)' {
= if 0 {
qui tsset
tsrevar `lhs'
local lhs `r(varlist)'
tsrevar `end1'
local end1 `r(varlist)'
tsrevar `exog'
local exog `r(varlist)'
tsrevar `inst'
local inst `r(varlist)'
}
- foreach x in end1 exog inst {
- local old`x' ``x''
= local oldend1 mpg
- qui _rmcoll ``x''
= qui _rmcoll mpg
- local `x' "`r(varlist)'"
= local end1 "mpg"
- local dropped : list old`x' - `x'
= local dropped : list oldend1 - end1
- foreach y of local dropped {
local j : list posof "`y'" in old`x'
local y2 : word `j' of ``x'name'
}
- }
- local old`x' ``x''
= local oldexog displacement
- qui _rmcoll ``x''
= qui _rmcoll displacement
- local `x' "`r(varlist)'"
= local exog "displacement"
- local dropped : list old`x' - `x'
= local dropped : list oldexog - exog
- foreach y of local dropped {
local j : list posof "`y'" in old`x'
local y2 : word `j' of ``x'name'
}
- }
- local old`x' ``x''
= local oldinst length weight turn
- qui _rmcoll ``x''
= qui _rmcoll length weight turn
- local `x' "`r(varlist)'"
= local inst "length weight turn"
- local dropped : list old`x' - `x'
= local dropped : list oldinst - inst
- foreach y of local dropped {
local j : list posof "`y'" in old`x'
local y2 : word `j' of ``x'name'
}
- }
- syntax [if] [in] [fw pw iw / ] , [ TWOstep Robust
invalid syntax
----------------------------------------------------------------------------------------------------------
end overid.ivprobit2 ---
mat `b2'=e(b)
vecsort `b'
vecsort `b2'
local cob=colsof(`b')
forvalues i=1/`cob' {
if reldif(`b'[1,`i'],`b2'[1,`i']) > 1e-5 {
di in red "overid error: internal reestimation of eqn differs from original"
exit 198
}
}
scalar `overid'=e(overid)
scalar `overidp'=e(overidp)
scalar `df'=e(overiddf)
scalar `nobs'=e(N)
_estimates unhold `regest'
return scalar overid=`overid'
return scalar overidp=`overidp'
return scalar df=`df'
return scalar N=`nobs'
}
Quoting Martin Weiss <[email protected]>:
>
> <>
>
>
>
> *************
> set trace on
> *************
>
> and see where Stata gets stuck.
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Marguerite
> Duponchel
> Gesendet: Mittwoch, 28. April 2010 10:42
> An: [email protected]
> Betreff: Re: AW: st: RE: overid
>
> it gives me: invalid syntax
>
> Quoting Martin Weiss <[email protected]>:
>
> >
> > <>
> >
> >
> > What does this example code give you?
> >
> > *************
> > sysuse auto, clear
> > ivprobit foreign displacement (mpg=length weight turn), twostep
> > overid, depvar(foreign)
> > *************
> >
> >
> >
> > HTH
> > Martin
> >
> > -----Ursprüngliche Nachricht-----
> > Von: [email protected]
> > [mailto:[email protected]] Im Auftrag von Marguerite
> > Duponchel
> > Gesendet: Mittwoch, 28. April 2010 10:27
> > An: [email protected]
> > Betreff: RE: st: RE: overid
> >
> > I downloaded
> >
> > *! overid V2.0.3 4Feb2007
> > *! Authors C F Baum, Vince Wiggins, Steve Stillman, Mark Schaffer
> >
> > which seems to work fine on Stata 9.2 and support ivprobit.
> >
> > I run an ivprobit with the twostep option.
> >
> > However "overid, depvar(varname)" gives a syntax error message.
> >
> > My ivprobit is the version 1.1.11.
> >
> >
> > Quoting Nick Cox <[email protected]>:
> >
> > > ... and that Stata can see, a redundant qualification in this instance,
> > > but not necessarily others.
> > >
> > > Nick
> > > [email protected]
> > >
> > > Martin Weiss
> > >
> > > *************
> > > ssc d witch
> > > *************
> > >
> > > can tell you which copies you have on your computer...
> > >
> > > Marguerite Duponchel
> > >
> > > problem is that I get an error message while trying to uninstall overid
> > >
> > > . ssc uninstall overid
> > > criterion matches more than one package
> > >
> > > Quoting Nick Cox <[email protected]>:
> > >
> > > > Make sure that you remove the files that are problematic _and_ drop
> > > any
> > > > -program- in memory.
> > > >
> > > > Nick
> > > > [email protected]
> > > >
> > > > Marguerite Duponchel
> > > >
> > > > I am trying to run the overid command and I get this error message:
> > > >
> > > > .overid
> > > > this is version 9.2 of Stata; it cannot run version 10.0 programs
> > > > You can purchase the latest version of Stata by visiting
> > > > http://www.stata.com.
> > > > (error occurred while loading overid.ado)
> > > >
> > > > I tried to replace the file with earlier version but it does not work,
> > > > the same
> > > > error message appears.
> > >
> > > *
> > > * For searches and help try:
> > > * http://www.stata.com/help.cgi?search
> > > * http://www.stata.com/support/statalist/faq
> > > * http://www.ats.ucla.edu/stat/stata/
> > >
> > > --
> > > Ce message a ete verifie par MailScanner
> > > pour des virus ou des polluriels et rien de
> > > suspect n'a ete trouve.
> > >
> >
> >
> > --
> > Marguerite Duponchel
> >
> > ----------------------------------------------------------------
> > This message was sent using IMP, the Internet Messaging Program.
> >
> > --
> > Ce message a ete verifie par MailScanner
> > pour des virus ou des polluriels et rien de
> > suspect n'a ete trouve.
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> > --
> > Ce message a ete verifie par MailScanner
> > pour des virus ou des polluriels et rien de
> > suspect n'a ete trouve.
> >
>
>
> --
> Marguerite Duponchel
>
> ----------------------------------------------------------------
> This message was sent using IMP, the Internet Messaging Program.
>
> --
> Ce message a ete verifie par MailScanner
> pour des virus ou des polluriels et rien de
> suspect n'a ete trouve.
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
> --
> Ce message a ete verifie par MailScanner
> pour des virus ou des polluriels et rien de
> suspect n'a ete trouve.
>
--
Marguerite Duponchel
----------------------------------------------------------------
This message was sent using IMP, the Internet Messaging Program.
--
Ce message a ete verifie par MailScanner
pour des virus ou des polluriels et rien de
suspect n'a ete trouve.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/