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st: ivreg2


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: ivreg2
Date   Thu, 18 Mar 2004 14:08:08 -0500

The ivreg2 routine of Baum, Schaffer and Stillman has been updated on SSC to version 2.0.03. This routine, described in the authors' article in Stata Journal 3:1, has been altered to handle an exactly-identified difference-in-Sargan statistic ("C" statistic) properly, and to add the score() option recently added to official ivreg. ivreg2 remains avaiilable for version 7 or higher.

Kit

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