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st: New version of -ivreg2- available on SSC-IDEAS


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: New version of -ivreg2- available on SSC-IDEAS
Date   Tue, 18 Oct 2005 15:39:17 +0100

Thanks to Kit Baum, an update of -ivreg2- by Baum, Schaffer and 
Stillman, version 2.1.09, is available on SSC-IDEAS.

The main changes:

1. An -rf- option that allows the user to request reporting of the 
reduced-form estimation of the equation.

2. More friendly treatment of stored first-stage and reduced-form 
regressions, including clickable links in the -ivreg2- output.

3. Better integration with Stata's -replay-.  For example, if an
-ivreg2- estimation is the current estimation in memory, and you had 
saved the first-stage and reduced-form estimations with -savefirst- 
and -saverf-, -ivreg2, first rf- will replay these along with the 
main equation.

Stata 8 is required.

Mark Schaffer
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
44-131-451-3485 CERT administrator
http://www.sml.hw.ac.uk/cert

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