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st: Update of ivreg2 with bugfix now available
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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