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st: RE: Problem with ivregress


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
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 
n.j.cox@durham.ac.uk 

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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