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st: re: ivreg2: difference in first regression results


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: ivreg2: difference in first regression results
Date   Tue, 22 Apr 2008 08:25:11 -0400

Branko said

I noticed that my ivreg2.ado for Stata8 which I use at home produces different
results (in the first regression: F test of excluded instruments etc.) than my
ivreg2.ado which I use in my office with Stata9. The results are shown below.


The up-to-date version of -ivreg2- does not run on Stata 8.x; it requires Stata 9.2. For Stata 8, the appropriate program is - ivreg28-, available from SSC. The results of that program should be compared to those of an up-to-date copy of -ivreg2- from SSC or the SJ site (it was included with the Baum-Schaffer-Stillman article in SJ 7:4, 2007).

Kit

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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