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RE: st: Different coefficients for xtivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> rs.net@me.com
> Sent: 04 April 2012 10:24
> To: statalist@hsphsun2.harvard.edu
> 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, <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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> 	*   http://www.stata.com/help.cgi?search
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> 	*   http://www.ats.ucla.edu/stat/stata/
> 	
> 
> 
> 


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