[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ivreg vs. ivreg2 standard errors

From   Giulio Zanella <>
Subject   st: ivreg vs. ivreg2 standard errors
Date   Tue, 28 Aug 2007 14:04:39 +0200

Dear listers,

It appears that ivreg and ivreg2 compute standard errors in a different way.
Those reported by ivreg are consistent with what other packages (e.g. RATS) 
compute, so I wonder how standard errors are computed by ivreg2.

Any hint would be appreciated.

Thanks in advance.

Giulio Zanella 

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index