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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   Wed, 4 Apr 2012 09:30:19 -0400

-set seed- sets the seed for the random number generator, which would
generate replicable results for options that use random numbers, but
you're not using any, so the problem is elsewhere.

But the package author is on this thread now, so he can help you find
the actual source of your problem. :)

Richard Herron



On Wed, Apr 4, 2012 at 05:24,  <rs.net@me.com> wrote:
> 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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