st: ivreg2 updated

[Kit Baum <baum@bc.edu>]

The -ivreg2- package of Baum, Schaffer, Stillman has been updated. We  
have added an improved test for weak instruments---the Cragg/Donald  
test---for which critical values are available from the work of Jim  
Stock and Moto Yogo. We thank them for permission to reproduce their  
published critical values in our code.

The ivreg2 program's output now features hyperlinks to the relevant  
section of the help file for a number of the statistics reported. The  
help file itself has been extensively redone with embedded hyperlinks  
and section headings to ease navigation.

ivreg2 requires Stata 8.2 or better. Users of Stata 7 may use the  
version accessible from the Stata Journal. You may download the  
updated ivreg2 using the ssc command or by adoupdate. Please do not  
download these routines with a web browser, especially in a Windows  
environment.

We thank the many users who have helped us improve this routine. We  
are working on more formal documentation of its enhanced abilities,  
and will circulate that when it is completed. The ivreg2 package  
includes, as an ancillary file, the certification script which we use  
to test its reliability. For more information on Stata software  
certification, please see Bill Gould's paper
http://ideas.repec.org/a/tsj/stataj/v1y2001i1p29-50.html

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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