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st: RE: Problem with ivregress
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Problem with ivregress
Date
Mon, 14 Feb 2011 20:57:11 +0000
Sorry, I don't know, and my quantum of information makes no difference: but -xi- was, is, and to the extent that it matters always will be an official command.
Nick
[email protected]
Jorge Eduardo Pérez Pérez
I am doing an instrumental variable analysis in Stata MP 11 on Windows
XP, and I am getting different results using the official -ivregress-
and the user written -ivreg2- by Baum, Schaffer and Stillman. The
first stage is the same for both commands, but -ivrregress- is
estimating all the coefficients for indicator variables as 0 in the
second stage. I am using the user written command -xi- , but the
same happens if I use factor variables. Can someone provide a hint
about why this might be happenning?
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