Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: updated F-stat in -ivreg2, ffirst- ?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: updated F-stat in -ivreg2, ffirst- ?
Date   Wed, 3 Jun 2009 21:16:49 +0100

-ivreg2- is a user-written procedure from SSC. (Please remember to specify where user-written programs you specify come from.) 

I don't know, but I do know that the .ado file carries a very detailed version history inside it. 

Nick 
n.j.cox@durham.ac.uk 

anne_yang@cox.net

Hi, when I re-ran some old -ivreg2- models using a newly downloaded -ivreg2- procedure, I found the F-statistics reported in the first stage are different now. 

Is it becuase if I specify "robust", this new version -ivreg2- produces robust F-stat (as noted in the new output), while the old -ivreg2- that I downloaded about three years ago did not (even though I also specified "robust" when I ran the old one)?


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index