Thanks Scott,
I just got the current version of ivreg2 and had already just updated
Stata. I am still getting the same problem as I did before. I am still
confused why this might be happening.
Sonia
________________________________________________________________________
___
Do you have the current version of -ivreg2- (2.1.14) and an updated
Stata?
Using an example data set I cannot replicate this problem.
Scott
. clear
. use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
(Wages of Very Young Men, Zvi Griliches, J.Pol.Ec. 1976)
. qui ivreg2 lw s expr tenure rns smsa (iq=med kww mrt) [pw= age]
. estimates store ivreg2_pw
. qui ivreg lw s expr tenure rns smsa (iq=med kww mrt) [pw= age]
. estimates store ivreg_pw
. qui ivreg2 lw s expr tenure rns smsa (iq=med kww mrt)
. estimates store ivreg2
. qui ivreg lw s expr tenure rns smsa (iq=med kww mrt)
. estimates store ivreg
. estout ivreg2_pw ivreg2 ivreg_pw ivreg, style(fixed) ///
> stats(N) drop(iq s expr tenure rns smsa ) collabels(,none)
ivreg2_pw ivreg2 ivreg_pw ivreg
_cons 3.865665 3.84138 3.865665 3.84138
N 758 758 758 758
. which ivreg2
c:\ado\plus\i\ivreg2.ado
*! ivreg2 2.1.14 4Dec2005
*! authors cfb & mes
*! cloned from official ivreg version 5.0.9 19Dec2001
*! see end of file for version comments
. update query
(contacting http://www.stata.com)
Stata executable
folder: D:\Stata9\
name of file: wsestata.exe
currently installed: 15 Sep 2005
latest available: 15 Sep 2005
Ado-file updates
folder: D:\Stata9\ado\updates\
names of files: (various)
currently installed: 13 Dec 2005
latest available: 13 Dec 2005
> 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
> somethingobvious 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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