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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 16:32:34 +0200

Andrea I've got
the same problem and resolved it by deleting the files and installing -ivreg2-
again

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

> 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
>
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