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st: IV Command and Reported Results Problem
From
Sinan Hastorun <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: IV Command and Reported Results Problem
Date
Wed, 16 Feb 2011 11:34:38 -0500
Deat Stata Users,
I am running IV in STATA by using the command ivregress because it is said to perform better than ivreg or ivreg2. Is that correct?
My second and primary question is regarding the results reported. I am running both exactly identified and overidentified models with a number of instruments. Whether I use GMM, 2SLS, or LIML, I am not getting any results reported for Wald chi2, Prob > chi2, or R-squared. Any ideas why this might be the case? Am I doing something wrong?
The results look like the following:
Instrumental variables (2SLS) regression Number of obs = 408
Wald chi2(53) = .
Prob > chi2 = .
R-squared = .
Root MSE = .00449
Thank you.
Sinan Hastorun
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