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Re: st: AW: ivreg2/xtivreg2 inquiry


From   Thomas Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: AW: ivreg2/xtivreg2 inquiry
Date   Sun, 4 Jul 2010 11:55:53 -0500

Martin,

Thanks for the reproduction.

Anyone know why this is designed this way?  Thanks,

Tom

On Sun, Jul 4, 2010 at 11:35 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> 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: [email protected]
> [mailto:[email protected]] 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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-- 
Thomas Jacobs

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