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From | Jacob Fowles <jacob.fowles@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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 * * 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/