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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/

**References**:**Re: st: some questions on ivreg2***From:*"Mark Schaffer" <M.E.Schaffer@hw.ac.uk>

**Re: st: some questions on ivreg2***From:*"Andrea Molinari" <A.Molinari@sussex.ac.uk>

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