Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ivreg2 update


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: ivreg2 update
Date   Sat, 13 Oct 2007 15:24:01 -0400

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

http://ideas.repec.org/p/hwe/certdp/0706.html


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index