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st: ivreg vs. ivreg2 standard errors


From   "[email protected]" <[email protected]>
To   [email protected]
Subject   st: ivreg vs. ivreg2 standard errors
Date   Tue, 28 Aug 2007 13:02:49 +0200 (CEST)

It appears that ivreg and ivreg2 compute standard errors in a different 
way.
Those reported by ivreg are consistent with what other packages (e.g. 
RATS) compute, so I wonder how standard errors are computed by ivreg2.

Any hint would be appreciated.

Thanks in advance.

Giulio Zanella



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