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Re: st: ivreg2 revision available

From   Roger Harbord <[email protected]>
To   [email protected], Kit Baum <[email protected]>
Subject   Re: st: ivreg2 revision available
Date   Fri, 24 Jun 2005 11:41:47 +0100

--On 23 June 2005 21:25 -0400 Kit Baum <[email protected]> wrote:

Mark Schaffer, Steven Stillman and I are pleased to announce the
availability of an improved version of the ivreg2 package. ivreg2, an
extension to official Stata's ivreg2, regress and newey commands,
performs extended instrumental variables/2SLS, GMM and AC/HAC, LIML and
k-class regression.

Revisions since version 2.0.06 (available from SSC since July 26 2004)
* continuously-updated GMM estimator of Hansen et al. (CUE)
* tests for weak instruments, instrument redundancy
* Anderson-Rubin test for significance of endogenous regressors
* A number of minor bugfixes
* Enhancements to the help file, including additional clickable examples
* A downloadable certification script

This looks great. The weak instruments stuff should be useful to me, and i'll have to try CUE too. Many thanks to all three authors. Haven't finished reading the help file yet (!) but got as far as the summary of the various estimation options which is really helpful.

However although I've downloaded the package with no problem i can't seem to download the certification script:
copying of ancillary files

package name: ivreg2.pkg

checking ivreg2 consistency and verifying not already installed...
file not found
could not copy
(no action taken)


Kit - any idea why?


Roger Harbord
Department of Social Medicine, University of Bristol

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