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st: xtoverid with the partial() option?


From   Jacob Fowles <[email protected]>
To   [email protected]
Subject   st: xtoverid with the partial() option?
Date   Mon, 21 Nov 2011 16:41:40 -0600

All,

I am using the trick that has been discussed here on numerous
occasions of combining xtivreg, re followed by the user-written
xtoverid with the noisily and cluster() options to estimate a
random-effects IV regression with cluster-robust standard errors.  My
model includes a set of dummy variables that are important to include
as controls but I do not particularly care about their individual
coefficients, and their presence seems to be preventing the covariance
matrix of moment conditions from being full rank so overidentification
tests are not reported.  Is it somehow possible to modify xtoverid's
internal call to ivreg2 to include the partial() option to suppress
the estimation of coefficients for these dummy variables?  I have
toyed with xtoverid's ado-file to attempt to do this, but the fact
that xtoverid relies upon the Stata-assigned internal variable names
rather than the names that appear in my dataset have left me puzzled
as to how this can be accomplished.

Potentially relevant:  I'm running Stata 12/SE in Windows 7 (64 bit)
and have installed all recent Stata updates.  The latest versions of
all relevant user-written ado-files have been installed.

Best,

Jacob
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