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.