Hi,
I am actually in the process of getting familiar with the ivreg command and I am facing what I think I can call a problem. Namely, I am working with some sample dataset (for the purpose of exercise) and I tried to reproduce ivreg coefficients doing two-stage regression. Alas, the ordeer of magnitude of coefficients is same, but they are far from being identical. Is this strange? Many thanks,
Ognjen
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