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st: RE: ivreg vs. ivreg2 standard errors

From   Steven Stillman <>
Subject   st: RE: ivreg vs. ivreg2 standard errors
Date   Wed, 29 Aug 2007 00:28:55 +1200

ivreg uses a small sample adjustment while ivreg2 does not.  ivreg2 with the
small option will replicate the standard errors from ivreg.  This is all
discussed at great length in the help file for ivreg2.

Steve (ivreg2 co-author).

-----Original Message-----
[]On Behalf Of
Sent: Tuesday, 28 August 2007 11:03 p.m.
Subject: st: ivreg vs. ivreg2 standard errors

It appears that ivreg and ivreg2 compute standard errors in a different
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

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