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st: ivreg2 update


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg2 update
Date   Sat, 13 Oct 2007 15:24:01 -0400

The ivreg2 package of Baum, Schaffer and Stillman has been updated on the SSC Archive. Sune Karlsson has assisted us in identifying several changes that allow the -ivreg2- routine to run faster, particularly important in the context of a very large dataset with hundreds of regressors/instruments.

For the latest discussion of -ivreg2- features (and a comparison with Stata 10 -ivregress-), please see

http://ideas.repec.org/p/hwe/certdp/0706.html


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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