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st: Update of ivreg2 with bugfix now available


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Update of ivreg2 with bugfix now available
Date   Sun, 5 Nov 2006 13:38:27 -0500

The ivreg2 routine of Baum, Schaffer, Stillman has been updated to correct a bug in the handling of collinear conditions. The prior version could determine that there was collinearity among the set of endogenous regressors and instruments when in fact certain forms of collinearity would not preclude estimation. Thanks to Fabio Schiantarelli and Asli Leblebicioglu for pointing out this problem.

Various other improvements have been made to the program's capabilities, as documented in the help file. The help file has been reformatted to improve its readability.

The updated version is available via adoupdate, if already installed, or via 'ssc install ivreg2, replace'.

Kit, Mark and Steve


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