Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: ivreg2/xtivreg2 inquiry


From   Thomas Jacobs <[email protected]>
To   StataList <[email protected]>
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
*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index