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Re: st: Problems with eststo, stata versioning


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Problems with eststo, stata versioning
Date   Tue, 3 Jan 2012 18:51:57 +0000

Before anyone has a chance to go "tu quoque" I will underline that
-eststo- is from SSC and part of the -estout- package.

Ryan will find that changes to that package are carefully documented at

http://repec.org/bocode/e/estout/history.html

Despite not being a betting person, I would bet that -eststo- is not
in any sense changing standard errors and that your main problem lies
elsewhere.

Nick

On Tue, Jan 3, 2012 at 5:55 PM, Nick Cox <njcoxstata@gmail.com> wrote:

> -eststo- is a user-written program. Updating or upgrading your installation
> of Stata makes absolutely no difference to any installations of user-written
> programs, which remain entirely your own responsibility. However, Stata does
> provide -adoupdate- as a convenience command to help in maintaining your
> collection of user-written add-ons.

 On 3 Jan 2012, at 16:44, Ryan Turner <rjturner@cmu.edu> wrote:

>> I am having a problem with the -eststo- package.  Although I believed my
>> Stata 11.2 installation to be up-to-date, I found that I have been using an
>> older version of -eststo-, from May 2007.  It appears that Stata did not
>> recognize the newer version (from October 2009) as being an update to the
>> same package.  I discovered this when searching for -estpost-, which did not
>> exist in the 2007 version.  I decided to force update the package, which
>> caused some of my thesis regression results to change in significance
>> (coefficients the same, but standard errors changed).  In addition,
>> variables dropped for collinearity are retained in regression output as:
>>
>> dropped_var   0     0     0     0
>>            (.)   (.)   (.)   (.)
>>
>> Why would standard errors change when processing regression output through
>> -eststo- and -esttab-?  Should I consider former output as incorrect,
>> perhaps because of an old bug in -eststo-, and that new output is correct?
>>  Is there some option I may have set that is doing strange things to my
>> results?  Is it a new feature to retain omitted variables as zero with
>> missing standard errors?  Why did Stata not recognize the package as an
>> update?
>>

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