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st: New version of -ivreg2- available from SSC
Thanks to Kit Baum, a new version of -ivreg2- by Baum-Schaffer-Stillman
is available from SSC.
The biggest changes in the new version are more complete reporting of
weak- and under-identification tests in the first-stage output, and a
new option, -nocollin-, that will speed performance by skipping
collinearity checks (use it with caution!).
Among the various minor tweaks is that the -fwl- option now allows
partialling-out of just the constant. This change alone required some
corresponding changes in other programs in the -ivreg2- suite: -overid-,
-ivendog-, -ivhettest- and -ivreset-. We suggest users of these
programs install these updates as well.
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Edinburgh EH14 4AS UK
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