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st: AW: ivreg2/xtivreg2 inquiry


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: ivreg2/xtivreg2 inquiry
Date   Sun, 4 Jul 2010 18:35:08 +0200

<> 

The same goes for the official counterpart, though:


*************
webuse hsng2, clear
qui ivregress 2sls rent pcturban (hsngval = faminc i.region)
dis in r e(df_r)
qui ivregress 2sls rent pcturban (hsngval = faminc i.region), small
dis in r e(df_r)
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Thomas Jacobs
Gesendet: Sonntag, 4. Juli 2010 18:21
An: StataList
Betreff: st: ivreg2/xtivreg2 inquiry

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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