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  • over-identify test

    when i run the command (estat overid) i got the following error message (no overidentifying restrictions)
    please explain what does that mean ? and how can i fix it ?
    thanks

  • #2
    Assuming you are using estat overid after ivregress, it means that your model is probably just identified. In other words, you have as many instruments as regressors. You need to have more instruments than regressors to be able to test the resulting overidentifying restrictions.
    https://www.kripfganz.de/stata/

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