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

Re: st: some questions on ivreg2


From   "Tamazian, Artur" <oartur@usc.es>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: some questions on ivreg2
Date   Mon, 24 Oct 2005 16:25:10 +0200

installing -ivreg2- again.

Mensaje citado por Andrea Molinari <A.Molinari@sussex.ac.uk>:

> Thanks, Mark
> It seemed that the only way in which I was able to replace the older version
> was to first delete the previous version of ivreg2 (2.0.0) from my hard
> drive...
> Andrea
>
> ----- Original Message -----
> From: "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Monday, October 24, 2005 1:18 PM
> Subject: Re: st: some questions on ivreg2
>
>
> > Andrea,
> >
> > Which version of -ivreg2- do you have?  In Stata, type
> >
> > which ivreg2
> >
> > to find out.  It should be 2.1.09; if it isn't, you don't have the most
> > up-to-date version.
> >
> > It's possible that you are clicking on the wrong package when you get the
> > list from -findid ivreg- (a common mistake).  st0030_1 is only the last
> > software update announced in the Stata Journal.  Further down the list
> > you'll see "ivreg2 from http://fmwww.bc.edu/RePEc/bocode/i";, which is the
> > latest version.
> >
> > --Mark
> >
> > > Dear Statalisters,
> > >
> > > I have a dataset with 420 pairs of countries over 22 years. As a first
> > > step,
> > > I estimate a pooled OLS model to test for the endogeneity of three of my
> > > regressors. I have encountered some problems, which I could not solve
> with
> > > the -ivreg2- help or Baum, Schaffer and Stillman (2003) article. I list
> > > some
> > > of these problems or questions below, and would really appreciate any
> > > ideas/suggestions/comments.
> > >
> > > 1. When I use the option -orthog- to test for the exogeneity of the
> > > instruments, and get the following message:
> > >
> > > Collinearity/identification problems in restricted equation:
> > >   C statistic not calculated for orthog option
> > >
> > > I tried including only the excluded exogenous variables, and these
> > > together
> > > with the included (exogenous) regressors, but got the same message in
> both
> > > cases.
> > >
> > > 2. Some of the postings suggest to use the -small- option, and I was
> > > wondering what would be a rule of thumb to consider one's sample as
> > > 'small'.
> > > I've got 9041 observations in my panel, but will use a maximum of 420
> when
> > > I
> > > run year-cross sections...
> > >
> > > 3. I received the notification of an improvement in the -ivreg2- ado,
> but
> > > after updating it (using -ssc install ivreg2, replace-), when I type:
> > >
> > > help ivreg2
> > >
> > > I get the same help file as before. the system only seems to find the
> > > previous file (st0030_1) and it says that it's already installed.
> > >
> > > Am I doing something wrong here?
> > >
> > >
> > > Many thanks in advance for your comments!
> > > Andrea
> > >
> > > *
> > > *   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/
> > >
> >
> >
> > Prof. Mark Schaffer
> > Director, CERT
> > Department of Economics
> > School of Management & Languages
> > Heriot-Watt University, Edinburgh EH14 4AS
> > tel +44-131-451-3494 / fax +44-131-451-3294
> > email: m.e.schaffer@hw.ac.uk
> > web: http://www.sml.hw.ac.uk/ecomes
> >
> >
> >
> > __________________________________________________________________
> >
> > DISCLAIMER:
> >
> > This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
> > __________________________________________________________________
> >
> > *
> > *   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/
> >
>
> *
> *   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/
>


*
*   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