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st: New version of -ivreg2- available from SSC


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: New version of -ivreg2- available from SSC
Date   Mon, 5 Feb 2007 13:10:51 -0000

Greetings, Statalisters.

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.

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert

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