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RE: st: New version of -ivreg2- available from SSC


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: New version of -ivreg2- available from SSC
Date   Tue, 6 Feb 2007 08:16:25 -0000

Aslihan,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> aslihan arslan
> Sent: 06 February 2007 01:10
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: New version of -ivreg2- available from SSC
> 
> Hi, 
> 
> 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 version? 

Possibly.  Can you post the offending command line to Statalist or to me
off-list, and we'll have a look?

--Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes

 
> Thanks,
> aslihan 
> 
> --- "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> wrote:
> 
> > 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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> 
> 
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