Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

st: RE: RE: Re: problem with ivregress

 From DE SOUZA Eric To "statalist@hsphsun2.harvard.edu" Subject st: RE: RE: Re: problem with ivregress Date Wed, 16 Feb 2011 19:03:06 +0100

```First of all, please do not mix threads. You are posting a reply  in a thread other than the one in which you first asked a related question. This confuses people and destroys the continuity of the thread.

Secondly, you have a large number of explanatory variables, 54 in all. This could be a cause of the problem. What happens if you add the option -small- after the -ivregress- command ?

Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sinan Hastorun
Sent: 16 February 2011 18:34
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Re: problem with ivregress

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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of DE SOUZA Eric
Sent: Wednesday, February 16, 2011 12:10 PM
To: statalist@hsphsun2.harvard.edu
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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jorge Eduardo Pérez Pérez
Sent: 16 February 2011 15:49
To: statalist@hsphsun2.harvard.edu
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 <kit.baum@bc.edu> 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
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```