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st: overid command
From
Raluca Prelipceanu <[email protected]>
To
[email protected]
Subject
st: overid command
Date
Tue, 20 Nov 2012 20:00:25 +0100
I have a question. I am trying to run an overidentification test after
ivprobit. I installed the package st0030_3 from
http://www.stata-journal.com/software/sj7-4.
But I get an invalid syntax error r (197)
Here is the regression:
ivprobit partip age edu marriedp nchildren womenpart windex rural
(nwomenduty=acrate), twostep first
Checking reduced-form model...
First-stage regression
Source | SS df MS Number of obs = 30361
-------------+------------------------------ F( 8, 30352) = 113.11
Model | 5.20518432 8 .65064804 Prob > F = 0.0000
Residual | 174.594938 30352 .005752337 R-squared = 0.0289
-------------+------------------------------ Adj R-squared = 0.0287
Total | 179.800122 30360 .00592227 Root MSE = .07584
------------------------------------------------------------------------------
nwomenduty | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
acrate | -.0008919 .0000734 -12.15 0.000 -.0010358 -.000748
age | -.0000511 .0000372 -1.38 0.169 -.0001239 .0000217
edu | -.0010668 .0001473 -7.24 0.000 -.0013555 -.0007781
marriedp | .005134 .0010753 4.77 0.000 .0030264 .0072415
nchildren | -.0011971 .0004583 -2.61 0.009 -.0020955 -.0002988
womenpart | -.0162443 .0028077 -5.79 0.000 -.0217476 -.0107411
windex | -.0010743 .0002554 -4.21 0.000 -.0015748 -.0005738
rural | .0136007 .0014676 9.27 0.000 .0107242 .0164772
_cons | .7707199 .0064833 118.88 0.000 .7580124 .7834274
------------------------------------------------------------------------------
Two-step probit with endogenous regressors Number of obs = 30620
Wald chi2(8) = 2164.92
Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
nwomenduty | -21.90201 2.285319 -9.58 0.000 -26.38115 -17.42286
age | .0120037 .0010417 11.52 0.000 .0099621 .0140454
edu | .0771059 .0048738 15.82 0.000 .0675534 .0866584
marriedp | .0304944 .0324606 0.94 0.348 -.0331272 .094116
nchildren | -.1455361 .013224 -11.01 0.000 -.1714546 -.1196176
womenpart | -.1669328 .0890519 -1.87 0.061 -.3414714 .0076058
windex | .0673806 .0074931 8.99 0.000 .0526945 .0820668
rural | .3219787 .0484995 6.64 0.000 .2269214 .4170359
_cons | 13.78699 1.607794 8.58 0.000 10.63577 16.93821
------------------------------------------------------------------------------
Instrumented: nwomenduty
Instruments: age edu marriedp nchildren womenpart windex rural acrate
------------------------------------------------------------------------------
Wald test of exogeneity: chi2(1) = 197.31 Prob > chi2 = 0.0000
note: 0 failures and 259 successes completely determined.
. overid, depvar(partip)
invalid syntax
r(197);
Am I wrong? What should I do?
Thank you.
Best,
Raluca
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