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st: ivreg2, ranktest updated

From   Kit Baum <>
Subject   st: ivreg2, ranktest updated
Date   Sat, 24 Apr 2010 15:13:29 -0400

The bug reported earlier today in Baum-Schaffer-Stillman's -ivreg2-, from SSC, has been efficiently exterminated by Mark Schaffer. You should be able to give a command such as

webuse nlswork
 ivreg2 ln_wage grade age ttl_exp tenure, robust cluster(year) bw(2) kernel(tru)

without difficulty. You could (and perhaps should) also use two-way clustering in that instance. Another small glitch, preventing the use of string variables to specify clustering, was also fixed. Both the -ivreg2- and -ranktest- packages have been updated. If you have these installed, please use

adoupdate ivreg2, update
adoupdate ranktest, update

to ensure that you have the latest versions of each. The -ivreg2- certification script is also available in that package, updated for the fixes made today.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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