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st: why coefficients change after ivreg2 partial out


From   Ronghong Huang <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: why coefficients change after ivreg2 partial out
Date   Wed, 22 May 2013 07:57:17 +0000

Dear Statalisters,

I am sorry if this has been discussed before, however, I have spent lots of time 
searching and none answers my questions.

My question is rather short, why coefficients estimates change after I 
use the Partial Out function in ivreg2 with gmm2s (I am using the latest version of ivreg2)?



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