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RE: st: ivreg versus ivreg2 and pweight


From   "Sonia Laszlo, Prof." <[email protected]>
To   <[email protected]>
Subject   RE: st: ivreg versus ivreg2 and pweight
Date   Wed, 21 Dec 2005 15:52:01 -0500

Thanks Scott,

I just got the current version of ivreg2 and had already just updated
Stata.  I am still getting the same problem as I did before.  I am still
confused why this might be happening.

Sonia

________________________________________________________________________
___

Do you have the current version of -ivreg2- (2.1.14) and an updated 
Stata?  
Using an example data set I cannot replicate this problem.  


Scott

. clear

. use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
(Wages of Very Young Men, Zvi Griliches, J.Pol.Ec. 1976)

. qui ivreg2 lw s expr tenure rns smsa  (iq=med kww mrt) [pw= age]

. estimates store ivreg2_pw

. qui ivreg lw s expr tenure rns smsa  (iq=med kww mrt) [pw= age]

. estimates store ivreg_pw

. qui ivreg2 lw s expr tenure rns smsa  (iq=med kww mrt) 

. estimates store ivreg2

. qui ivreg lw s expr tenure rns smsa  (iq=med kww mrt) 

. estimates store ivreg

. estout ivreg2_pw ivreg2 ivreg_pw ivreg, style(fixed) /// 
> stats(N) drop(iq s expr tenure rns smsa ) collabels(,none)

                ivreg2_pw       ivreg2     ivreg_pw        ivreg
_cons            3.865665      3.84138     3.865665      3.84138
N                     758          758          758          758




. which ivreg2
c:\ado\plus\i\ivreg2.ado
*! ivreg2 2.1.14  4Dec2005
*! authors cfb & mes
*! cloned from official ivreg version 5.0.9  19Dec2001
*! see end of file for version comments

. update query
(contacting http://www.stata.com)

Stata executable
    folder:               D:\Stata9\
    name of file:         wsestata.exe
    currently installed:  15 Sep 2005
    latest available:     15 Sep 2005

Ado-file updates
    folder:               D:\Stata9\ado\updates\
    names of files:       (various)
    currently installed:  13 Dec 2005
    latest available:     13 Dec 2005

> Greetings,
> 
> I am running a 2SLS with IV.  When I run my regression using 
> ivreg, it
> runs the regression over the correct number of observations (call 
> it n).
> When I run it using ivreg2, it runs the regression over n-1
> observations:
> 
> ivreg  lhours (lw = z1 z2 z3) x1 x2 x3 x4 x5    ===> N=n
> ivreg2 lhours (lw = z1 z2 z3) x1 x2 x3 x4 x5    ===> N=n-1
> 
> In both cases I use weights ([pweight]).  This seems to be causing 
the
> problem. This seems to also be a problem using [aweight]. However, 
N=n
> for both ivreg and ivreg2 when I do not include weights.  Is there a
> reason for this discrepancy using weights? Or am I overlooking 
> somethingobvious here?
> 
> Thank you
> 
> Sonia Laszlo 
> 
> 
> 
> _____________________________
> Sonia Laszlo
> Department of Economics,
> McGill University
> 855 Sherbrooke Street West
> Montreal, Quebec, H3A 2T7
> Tel: 514-398-1924
> Fax: 514-398-4938
> 
> 
> 
> 

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