黄老师,您好!用ivreghdfe运行完后的Sargan statistic值为0,如何判断是否通过了过度识别检验呢?还需要再运行estat overid命令吗,我运行之后一直提示说subcommand estat overid is unrecognized r(321);
请问您这个应该怎么处理呢,谢谢啦
tryee 发表于 2018-10-14 11:04
谢谢楼上各位,问题还是没解决。请问大家自己运行程序提供的例子吗?
. sysuse auto
. reghdfe price w ...
It looks like the Mata library livreg2.mlib hasn't been installed properly. This should install automatically along with the other ivreg2 files. Try uninstalling ivreg2 (however you installed it) and then reinstalling from within Stata using