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st: overid after ivregress


From   xueliansharon <[email protected]>
To   [email protected]
Subject   st: overid after ivregress
Date   Thu, 15 Jul 2010 08:20:20 -0700 (PDT)

Dear all,

I meet a strange problem, the command "overid" can't be used after
ivregress, the error message is 
"overid not supported for command ivregress
last estimates not found
r(301)"

This is strange, since in the help file of overid, it says that overid can
"Calculate tests of overidentifying restrictions after ivregress, ivreg2,
ivprobit, ivtobit, and reg3", so why does this problem happen? BTW, my
version for overid is st0030_3 .

The commands I use are:
sysuse auto
ivregress 2sls price mpg (weight turn=length displacement gear_ratio trunk)
overid

Hope to get your help.

Many thanks,
Sharon

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