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

st: problem with ivreg2 with cluster option


From   "SHEHAJ Entala" <E.Shehaj@staffs.ac.uk>
To   undisclosed-recipients: ;
Subject   st: problem with ivreg2 with cluster option
Date   Wed, 23 Mar 2005 20:39:57 -0000

Hi,

I am using ivreg2 with kernel based estimation with gmm for a panel of
50 firms over 6 year period. Also I am trying ivreg2 with cluster option
and gmm for the same panel, but the problem is that the F test for the
overall significance of coefficients in the second stage show that they
are not different from zero. While all other statistics concerning the
validity of instruments are OK. The same regression with kernel based
estimation instead of cluster is fine (in terms of all statistics
including the F test of overall significance in the second stage). I
will appreciate any suggestion about this problem.
Regards
Entela Shehaj

The information in this email is confidential and is intended solely for
the addressee. Access to this email by anyone else is unauthorised.

If you are not the intended recipient, any disclosure, copying,
distribution or any action taken or omitted to be taken in reliance on
it, except for the purpose of delivery to the addressee, is prohibited
and may be unlawful. Kindly notify the sender and delete the message and
any attachment from your computer.
*
*   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