The ivreg2 package of Baum, Schaffer and Stillman has been updated on
the SSC Archive. Sune Karlsson has assisted us in identifying several
changes that allow the -ivreg2- routine to run faster, particularly
important in the context of a very large dataset with hundreds of
regressors/instruments.
For the latest discussion of -ivreg2- features (and a comparison with
Stata 10 -ivregress-), please see