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st: RE: Re: problem with ivregress
From
Sinan Hastorun <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Re: problem with ivregress
Date
Wed, 16 Feb 2011 12:33:54 -0500
I re-checked my results and saw that I am getting Prob and R-squared results reported for ivreg2, but none for ivregress. Is this normal?
With ivreg2 with 2 endogenous regressors and 6 instruments, I am getting:
IV (2SLS) estimation
--------------------
Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 408
F( 53, 355) = 47.34
Prob > F = 0.0000
Total (centered) SS = .030501792 Centered R2 = 0.7419
Total (uncentered) SS = .0638233774 Uncentered R2 = 0.8766
Residual SS = .0078726654 Root MSE = .004393
With ivregress with 2 endogenous regressors and 6 instruments, I get:
Instrumental variables (2SLS) regression Number of obs = 408
Wald chi2(53) = .
Prob > chi2 = .
R-squared = .
Root MSE = .00439
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of DE SOUZA Eric
Sent: Wednesday, February 16, 2011 12:10 PM
To: [email protected]
Subject: RE: Re: problem with ivregress
But you do not tell us whether the results for -ivreg- and -ivreg2- were the same.
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Jorge Eduardo Pérez Pérez
Sent: 16 February 2011 15:49
To: [email protected]
Subject: Re: st: Re: problem with ivregress
Thank you for the suggestion. In fact, the results for -ivreg- and
-ivregress- were not the same. I have contacted technical support for this matter.
_______________________
Jorge Eduardo Pérez Pérez
On Tue, Feb 15, 2011 at 7:32 AM, Christopher Baum <[email protected]> wrote:
> On Feb 15, 2011, at 2:33 AM, Jorge wrote:
>
>> Can someone provide a hint
>> about why this might be happenning?
>
> Suggest you reestimate with -ivreg- (sic). If the results from ivreg agree with those of B-S-S ivreg2 (as they should) then bring this to the attention of Stata Tech Support, as it could be an ivregress bug (especially as you are getting the same FSRs from ivregress and ivreg2). Stata's own ivreg and ivregress commands should agree with each other.
>
> Kit
>
> 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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