st: re: ivreg2: difference in first regression results

[Kit Baum <kitbaum@mac.com>]

Branko said

I noticed that my ivreg2.ado for Stata8 which I use at home produces  
different
results (in the first regression: F test of excluded instruments  
etc.) than my
ivreg2.ado which I use in my office with Stata9. The results are  
shown below.


The up-to-date version of -ivreg2- does not run on Stata 8.x; it  
requires Stata 9.2. For Stata 8, the appropriate program is - 
ivreg28-, available from SSC. The results of that program should be  
compared to those of an up-to-date copy of -ivreg2- from SSC or the  
SJ site (it was included with the Baum-Schaffer-Stillman article in  
SJ 7:4, 2007).

Kit

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


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