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st: RE: OLS via ivreg2, vs regress


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: OLS via ivreg2, vs regress
Date   Mon, 12 Nov 2012 19:00:22 -0000

John,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
> Sent: 12 November 2012 17:49
> To: statalist@hsphsun2.harvard.edu
> Subject: st: OLS via ivreg2, vs regress
> 
> 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

Use -ivreg2- with the -small- option.

--Mark

> 
> 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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