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st: ivreg2 update

From   Kit Baum <>
Subject   st: ivreg2 update
Date   Sat, 12 Nov 2005 13:55:36 -0500

The ivreg2 package of Baum/Schaffer/Stillman has been updated to improve handling of collinearities among included endogenous, included exogenous and excluded exogenous variables. We are grateful to Prof. Asli Leblebicioglu for raising this issue and providing a test case. ivreg2 requires Stata 8.2 or better and is available from the SSC Archive via the command of the same name.

Kit Baum, Boston College Economics

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