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st: RE: ivreg2: difference in first regression results

From   "Nick Cox" <>
To   <>
Subject   st: RE: ivreg2: difference in first regression results
Date   Tue, 22 Apr 2008 15:38:57 +0100

I suggest that you report the results of 

. which ivreg2 

in both cases, as "at home" and "in my office" do not convey that


I noticed that my ivreg2.ado for Stata8 which I use at home produces
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

The second equation is exactly the same, but in the first  t values and
the F
statistic are very different.  The whole thing is run with cluster and
controls which I thought were identical in both cases. But they
obviously are
not. So am I doing something wrong?
(The more recent version of ivreg2 seems to use degrees of freedom based
clusters, not on the number of observations which seems to be the reason
why F
critical values in the first regression differ between the two

Any ideas why this is the case and which one of the version is

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