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st: Reconciling ivgmm0 and ivreg2


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Reconciling ivgmm0 and ivreg2
Date   Mon, 15 Mar 2004 17:52:43 -0500

Minyen is having trouble posting this message:


Hi

I can't reconcile the difference in the coefficients I am getting in the
two programs. I am using what I have just installed to STATA.

Minyen

.ivgmm0 y (x=lfe) ,  nocon
 x |   .5978652   .0698856     8.55   0.000     .4608919    .7348385

. ivreg2 y (x=lfe) , gmm nocon
 x |   .4330467   .2106386     2.06   0.040     .0202026    .8458908

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