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st: RE: ivreg vs. ivreg2 standard errors
Giulio,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: Tuesday, August 28, 2007 12:03 PM
> To: [email protected]
> Subject: st: ivreg vs. ivreg2 standard errors
>
> 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.
Have you read the ivreg2 help file? Check out the -small- option. This
is how you can replicate ivreg SEs.
Cheers,
Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert
>
> Thanks in advance.
>
> Giulio Zanella
>
>
>
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