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st: RE: different results ivregress ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: different results ivregress ivreg2
Date   Mon, 22 Oct 2012 22:07:30 +0100

Michael,

You haven't provided enough details for us to contribute a useful
answer.  "Different result" can be practically anything!

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Michael Betz
> Sent: 22 October 2012 18:47
> To: statalist@hsphsun2.harvard.edu
> Subject: st: different results ivregress ivreg2
> 
> 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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