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st: STATA CODE INFO.: ivreg2 & ivregress


From   Bond Tiger <bond0910@ymail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA CODE INFO.: ivreg2 & ivregress
Date   Sun, 18 Jul 2010 20:23:00 -0700 (PDT)

Hello Everybody,

I have a question regarding STATA code:

I would like to know whether there is any difference between the following codes 
or both the codes perform same task.......  

(1) ....ivreg2, gmm2s and ....ivregress, gmm.
(2) ....ivreg2, cue and ......ivregress, igmm

I think both the codes in (1) are performing the same task of instrumental 
variable two-step GMM estimation and codes in (2) are performing the same task 
of instrumental variable iterative GMM estimation.

Please correct me, if I am wrong. 

Thank you,

Regards,

Bond


      
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