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st: RE: Patrick Royston's ice and micombine and ivreg


From   "roy wada" <roywada@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Patrick Royston's ice and micombine and ivreg
Date   Wed, 25 Jan 2006 10:18:03 -0500

Thanks, Nick and Patrick. Let's hope the referees will buy it.

Roy

Nick n.j.cox@durham.ac.uk

Patrick Royston:

Curiously enough I had some correspondence some months ago about
-ivreg-. The latest version of -micombine- (version 1.1.1, 28nov2005)
distinguishes between supported and unsupported commands, and gives a
warning message in the case of an unsupported command being run. -ivreg-
is one of the latter. As Roy Wada implies, in such cases -micombine-
blindly applies Rubin's rules of combination of parameter estimates. The
user must take responsibility for the validity or otherwise of the
results. However in all such cases I have seen, the results look very
reasonable.

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