st: ivreg, ivreg2 and select variables that have to be dropped

[Fabien Bertho <fabien.bertho@sciences-po.org>]

Hi,

I am running instrumental variables estimations -- on Stata 10.

Surprisingly, with the same specification, results when I launch an ivreg are different of those when I launch an ivreg2!! I think it is because variables dropped in order to deal with collinearity are not the same in both estimations. What do you think?

Then, if I remember well a command allows to drop the same variables for both estimations -- or to select the variables that have to be dropped. However, I cannot find it. Could you help me please?

Best Regards,

Fabien

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