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st: ivreg versus ivreg2 and pweight


From   "Sonia Laszlo, Prof." <[email protected]>
To   <[email protected]>
Subject   st: ivreg versus ivreg2 and pweight
Date   Wed, 21 Dec 2005 08:48:30 -0500

Greetings,

I am running a 2SLS with IV.  When I run my regression using ivreg, it
runs the regression over the correct number of observations (call it n).
When I run it using ivreg2, it runs the regression over n-1
observations:

ivreg  lhours (lw = z1 z2 z3) x1 x2 x3 x4 x5    ===> N=n
ivreg2 lhours (lw = z1 z2 z3) x1 x2 x3 x4 x5    ===> N=n-1

In both cases I use weights ([pweight]).  This seems to be causing the
problem. This seems to also be a problem using [aweight]. However, N=n
for both ivreg and ivreg2 when I do not include weights.  Is there a
reason for this discrepancy using weights? Or am I overlooking something
obvious here?

Thank you

Sonia Laszlo 



_____________________________
Sonia Laszlo
Department of Economics,
McGill University
855 Sherbrooke Street West
Montreal, Quebec, H3A 2T7
Tel: 514-398-1924
Fax: 514-398-4938
 
 


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