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Re: st: RE: Problem with ivregress
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: Problem with ivregress
Date
Mon, 14 Feb 2011 16:47:34 -0500
Sorry, you are right, somehow in my mind I thought that -xi- was user
written and factor variables were the official way of doing what -xi-
does ...
_______________________
Jorge Eduardo Pérez Pérez
On Mon, Feb 14, 2011 at 3:57 PM, Nick Cox <[email protected]> wrote:
> 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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