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st: ivreg2/xtivreg2 inquiry


From   Thomas Jacobs <thomasjacobs@gmail.com>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: ivreg2/xtivreg2 inquiry
Date   Sun, 4 Jul 2010 11:21:16 -0500

Perhaps I am missing something, but in using ivreg2 and xtivreg2, I
have found that the stored result for residual degrees of freedom
e(df_r) is null unless I specify the small option.

For example,

ivreg2 IISBasisD `LiquidityD' `InfVar'Change if
TenorYr==BasisTenors[1,`j'],bw(18) robust small

. dis e(df_r)
45

ivreg2 IISBasisD `LiquidityD' `InfVar'Change if
TenorYr==BasisTenors[1,`j'],bw(18) robust

. dis e(df_r)
.

If anyone knows what I may be doing wrong or else how one would report
this if someone else can reproduce it I would appreciate it as these
are ssc packages.

Thanks,

Tom

-- 
Thomas Jacobs
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