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Re: st: Different coefficients for xtivreg2


From   Richard Herron <richard.c.herron@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Different coefficients for xtivreg2
Date   Tue, 3 Apr 2012 21:55:53 -0400

Rohit, could you provide your function call, please?

Are you using GMM? Are you setting the random number seed? Add
something like -set seed 2001- before you call -xtivreg2-. You should
also set the random number seed if you bootstrap, but I don't think
that should affect your point estimates.

(And -xtivreg2- is from SSC, and depends on -ivreg2-, also from SSC.)

Richard Herron


On Tue, Apr 3, 2012 at 18:40, <rs.net@me.com> wrote:
>
> Hi All,
>
> I am having a bit of a problem with the xtivreg2 command. Every time I
> clear the dataset in Stata's memory and rerun the xtreg2 command, I get
> different coefficients and test stats. Is that something to be expected or
> is it being caused by the nature of my dataset?
>
> Sorry if this question sounds too foolish but I am not too familiar with
> the command.
>
> Thanks!
> Rohit
>
>
>
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