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st: OLS via ivreg2, vs regress


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: OLS via ivreg2, vs regress
Date   Mon, 12 Nov 2012 18:49:06 +0100

Hi:

Why is it that OLS via ivreg2 does not give the same SEs as OLS via regress? E.g.,

sysuse auto
regress price mpg weight foreign
ivreg2 price mpg weight foreign

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
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