st: RE: xt-overid

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Have you checked all the hits that show up if you enter "internal
reestimation" in the search box at http://www.stata.com/statalist/archive/?
Many of those seem to concern -xtoverid- (user-written by Schaffer and
Stillman) after -xthtaylor- (official command).  


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Giannis
Paraskeuopouls
Sent: Montag, 26. Juli 2010 17:49
To: statalist@hsphsun2.harvard.edu
Subject: st: xt-overid


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Dear all,



I try to estimate a model using -xthtaylor (stata 10).



xthtaylor Y X1 X2 Z1 , endog(x2)

where,  x1 (x2) is a vector of time variant exogenous regressors
(endogenous) and Z1 stands for time invariant exogenous regressors. 

This model seems to be ok. 



However, when applying the -xtoverid command to test the over-identifying
restrictions I get a message like "xtoverid error: internal reestimation
of eqn differs from original". I also use the -noi option but I was not
able to identify any co-linearity.

However, even using a much smaller specification I also fail to get the
result.



Any suggestion will be very helpful for me.

Really many thanks for your time .



Thank you in advance,

G. P.

 		 	   		  
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