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Re: st: different results ivregress ivreg2 (Out of office until 29 Oct 2012)


From   <Eveline.Nuesch@lshtm.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: different results ivregress ivreg2 (Out of office until 29 Oct 2012)
Date   Mon, 22 Oct 2012 18:51:32 +0100

I am out of office until 29 October 2012 with limited access to my e-mails.

Best wishes,
Eveline Nüesch

>>> <Eveline.Nuesch@lshtm.ac.uk> 10/22/12 18:49 >>>

I am out of office until 29 October 2012 with limited access to my e-mails.

Best wishes,
Eveline Nüesch

>>> Michael Betz <betz.40@buckeyemail.osu.edu> 10/22/12 18:47 >>>

Hi all,

I'm using Stata 12.1 and am getting different result for ivregress and ivreg2 2sls. To my understanding they should be equivalent, which makes me believe there is a detail in the estimation of one of them that I am missing. My code is below:

ivregress 2sls totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 (mtmscquan90_00=maxsr1) if arc==1, vce(robust) first

ivreg2 totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 (mtmscquan90_00=maxsr1) if arc==1, robust first

I started with an extremely parsimonious model which gave me the same results using both commands. As I added variables, the results began to differ. If I add any of the following variables it leads to different results between the two commands.


Variable	Obs	Mean		Std. Dev.	Min		Max
isc8590		417	.0693959	.0327513	.0171622	.279515
pop90isc8590	417	2999.111	4974.265	166.3676	78940.03
pctage606490	420	4.802992	.7325087	2.316738	7.595499
pctage65o90	420	14.35169	2.651081	4.709416	24.75028

Thanks,
Mike




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