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st: re: suest issue

From   Kit Baum <>
Subject   st: re: suest issue
Date   Sun, 24 Apr 2005 15:51:26 -0400

Oops! The danger of email packages proposing your addressee while you type a few characters...

In a recent discussion of "how to use suest after ivreg / ivreg2" I proposed that suest could be tricked by giving it a score variable (which in the case of regression, OLS or IV, is just the residual vector properly computed). That appears not to work -- not even for OLS regressions estimated by the ivreg command, so I would not follow my previous advice. suest has special code to handle 'regress', as the help file indicates, but when ivreg is invoked, that special code is not available. Strangely, suest does not complain or emit any sort of error; it just produces some very strange results, as the do-file in my previous message will show.


Kit Baum, Boston College Economics

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