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RE: st: Different coefficients for xtivreg2
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
RE: st: Different coefficients for xtivreg2
Date
Wed, 4 Apr 2012 12:59:52 +0100
Rohit,
You need to tell us more about the problem before we can help. Have a
look at the relevant section of the Statalist FAQ
http://www.stata.com/support/faqs/res/statalist.html#advice
to see what info you should include. We need at the very least the
versions of Stata, -xtivreg2-, -ivreg2- and -ranktest- that you are
using, but also more details about what you did and what the output was.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 04 April 2012 10:24
> To: [email protected]
> Subject: Re: st: Different coefficients for xtivreg2
>
> Hi Richard,
>
> Thanks for your response.
>
> Here is the function that I am calling:
>
> xtivreg2 y1 x1 x2 x3 x4 (x5 x6 = z1 z2), fe first cluster(id
> industry) endog(x5 x6)
>
> May I ask what does 'set seed' do before xtivreg2?
>
> Rohit
>
>
> On 4 Apr 2012, at 02:55, Richard Herron wrote:
>
>
> 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, <[email protected]> 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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> * http://www.stata.com/support/statalist/faq
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>
>
>
>
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