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st: RE: Updated ivreg2, xtivreg2 cluster option.


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: Updated ivreg2, xtivreg2 cluster option.
Date   Tue, 9 Feb 2010 16:56:20 -0000

Sungbok,

Can you post your output and we can have a look?

Before we released the new version, we ran literally >100,000k different regressions using old and new ivreg2 to look for differences and didn't find anything, but you never know....

Yours,
Mark

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of Sungbok Lee
> Sent: 09 February 2010 16:15
> To: [email protected]
> Subject: st: Updated ivreg2, xtivreg2 cluster option.
> 
> Dear all,
> 
> I updated ivreg2 and xtivreg2 today. But it seems to have a 
> bug in the option of cluster(). Standard deviation is zero in 
> my estimation. Please check this. 
> Is there any way to rollback to the prior version of ivreg2 
> and xtivreg2?
> 
> Sungbok Lee.
> 
> 
> On Tuesday 09 February 2010 06:55:12 am John Antonakis wrote:
> > Same here (though the the second file it replaces is 
> differen to Eric's:
> > I have ivreg2_p.ado and Eric ivreg2.sthlp):
> > 
> > . ssc install ivreg2, replace
> > checking ivreg2 consistency and verifying not already installed...
> > 
> > the following files will be replaced:
> >     c:\ado\plus\i\ivreg2.ado
> >     c:\ado\plus\i\ivreg2_p.ado
> > 
> > installing into c:\ado\plus\...
> > installation complete.
> > 
> > Best,
> > J.
> > 
> > 
> > ____________________________________________________
> > 
> > Prof. John Antonakis, Associate Dean
> > Faculty of Business and Economics
> > Department of Organizational Behavior
> > University of Lausanne
> > Internef #618
> > CH-1015 Lausanne-Dorigny
> > Switzerland
> > 
> > Tel ++41 (0)21 692-3438
> > Fax ++41 (0)21 692-3305
> > 
> > Faculty page:
> > http://www.hec.unil.ch/people/jantonakis
> > 
> > Personal page:
> > http://www.hec.unil.ch/jantonakis
> > ____________________________________________________
> > 
> > On 09.02.2010 13:41, DE SOUZA Eric wrote:
> >  > I tried now with -ssc install ivreg2, replace-  > and it 
> worked. I 
> > got:
> >  > . ssc install ivreg2, replace
> >  > checking ivreg2 consistency and verifying not already 
> installed...
> >  >
> >  > the following files will be replaced:
> >  >     c:\ado\plus\i\ivreg2.ado
> >  >     c:\ado\plus\i\ivreg2.sthlp
> >  >
> >  > installing into c:\ado\plus\...
> >  > installation complete.
> >  >
> >  > .
> >  > Previously, I had used -adoupdate ivreg2, update-  >  > 
> Eric  >  > 
> > Eric de Souza  > College of Europe  > BE-8000 Brugge (Bruges)  > 
> > Belgium  >  > -----Original Message-----  > From: 
> > [email protected]
> > 
> > [mailto:[email protected]] On Behalf Of Martin 
> > Weiss
> > 
> >  > Sent: 09 February 2010 13:27
> >  > To: [email protected]
> >  > Subject: st: AW: RE: ivreg2, xtivreg2 updated  >  >  > 
> <>  >  >  >  
> > > Same problem on my end, not even -ssc uninstall- helped, 
> strangely,
> > 
> > in this case. Had to erase the -ivreg2- files manually and then -ssc
> > inst- to update.
> > 
> >  > HTH
> >  > Martin
> >  >
> >  >
> >  > -----Ursprüngliche Nachricht-----
> >  > Von: [email protected]
> >  > [mailto:[email protected]] Im Auftrag von DE 
> > SOUZA
> > 
> > Eric
> > 
> >  > Gesendet: Dienstag, 9. Februar 2010 13:21  > An: 
> > '[email protected]'
> >  > Betreff: st: RE: ivreg2, xtivreg2 updated  >  > I get 
> the message:
> >  >
> >  > Checking status of specified packages...
> >  >
> >  >    [47] ivreg2 at http://fmwww.bc.edu/repec/bocode/i:
> >  >         installed package is up to date
> >  >
> >  > (no packages require updating)
> >  >
> >  > I had updated soon after Mark posted the announcement.
> >  >
> >  > Eric
> >  >
> >  > Eric de Souza
> >  > College of Europe
> >  > BE-8000 Brugge (Bruges)
> >  > Belgium
> >  >
> >  > -----Original Message-----
> >  > From: [email protected]
> >  > [mailto:[email protected]] On Behalf 
> Of Kit Baum  
> > > Sent: 09 February 2010 13:14  > To: 
> [email protected]  
> > > Subject: st: ivreg2, xtivreg2 updated  >  > <>  > The 
> > recently-announced version 3.0 of ivreg2 (Baum-Schaffer-Stillman)
> > 
> > was not gracefully handling the case where there are no 
> observations 
> > in the estimation sample due to, for instance, differencing 
> a series 
> > for which the time series delta > 1. ivreg2 has been 
> revised on SSC, 
> > and the certification scripts for ivreg2 and xtivreg2 have been 
> > updated for this condition. Use ssc install ivreg2, replace  or 
> > adoupdate ivreg2, update to refresh your copy.
> > 
> >  > Kit, Mark and Steve
> >  >
> >  > Kit Baum   |   Boston College Economics & DIW Berlin   |
> >  > http://ideas.repec.org/e/pba1.html
> >  >                               An Introduction to Stata 
> Programming  |
> > 
> > http://www.stata-press.com/books/isp.html
> > 
> >  >    An Introduction to Modern Econometrics Using Stata  |
> > 
> > http://www.stata-press.com/books/imeus.html
> > 
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