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Re: st: New version of -ivreg2- available from SSC
I have just installed the Baum-Schaffer-Stillman
version of ivreg2 using "findit ivreg2" in stata, but
the fwl option is not working anymore. I am getting an
error: "option fwl() not allowed"
The same code worked just fine with the old version.
Is there a problem with the fwl in the new ivreg2
--- "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> wrote:
> Greetings, Statalisters.
> Thanks to Kit Baum, a new version of -ivreg2- by
> 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
> Heriot-Watt University
> Edinburgh EH14 4AS UK
> 44-131-451-3494 direct
> 44-131-451-3296 fax
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