st: IV Command and Reported Results Problem

[Sinan Hastorun <SinanH@remi.com>]

Deat Stata Users,

I am running IV in STATA by using the command ivregress because it is said to perform better than ivreg or ivreg2. Is that correct?

My second and primary question is regarding the results reported. I am running both exactly identified and overidentified models with a number of instruments. Whether I use GMM, 2SLS, or LIML, I am not getting any results reported for Wald chi2, Prob > chi2, or R-squared. Any ideas why this might be the case? Am I doing something wrong? 

The results look like the following:

Instrumental variables (2SLS) regression               Number of obs =     408
                                                       Wald chi2(53) =       .
                                                       Prob > chi2   =       .
                                                       R-squared     =       .
                                                       Root MSE      =  .00449

Thank you.

Sinan Hastorun





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