Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Question about ivreg -- HELP ME OUT


From   Frank Zhang <zhangmailer@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about ivreg -- HELP ME OUT
Date   Sun, 20 Jun 2004 11:06:31 -0700 (PDT)

Dear STATALISTERS, 

I have 2 questions about the working of inreg and
2SLS. It may seem basic to you, but I really need
clarification on that. 

Here is the code: 

use http://fmwww.bc.edu/ec-p/data/wooldridge/MROZ
ivreg lwage (educ = fatheduc )  * 1st command
reg lwage educ (educ fatheduc)  * 2nd command

Question1: why the 1st and 2nd commands give different
answers since they are both regression with
instruments?

reg educ fatheduc
predict educpred
reg lwage educpred             * 3rd command

Question 2: why the 3rd command gives answers
different than those from either 1st command or 2nd
command since regression with instruments is
essentially 2SLS?

Thank you very much for clarification!



		
__________________________________
Do you Yahoo!?
Yahoo! Mail Address AutoComplete - You start. We finish.
http://promotions.yahoo.com/new_mail 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index