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st: RE: overid command
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: overid command
Date
Fri, 23 Nov 2012 15:29:27 -0000
Raluca,
You probably have an old version of overid installed. The ssc versions
are often more up-to-date than the SJ versions. The latest version of
overid is 2.0.7. From within Stata, "which overid" will tell you what
you have.
HTH,
Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Raluca Prelipceanu
> Sent: 20 November 2012 19:00
> To: [email protected]
> Subject: st: overid command
>
> 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
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
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