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st: RE: RE: IV Command and Reported Results Problem
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: RE: IV Command and Reported Results Problem
Date
Wed, 16 Feb 2011 18:16:47 +0000
It's a strange question to send to Statalist. Two out of three of the very distinguished authors of -ivreg2- are active on this list, and you seem to be asking: I get puzzling and disappointing results. Is your program to blame?
What do you expect them to say?
My only guess is that you are trying to fit a model that is too complicated or otherwise unsuitable for your data. As Maarten Buis often advises, retreat to a much simpler model, complicate slowly, and see when and where problems start biting.
But I am not an econometrician. The IV people on this list are better placed to advise, if only on what you should be telling them that you are not.
Nick
[email protected]
Sinan Hastorun
Thank you Nick. I just included that note in my question in order to inquire about whether the command may be part of the problem here. Do you have a take on why I am not getting any actual numerical results reported for Wald chi2(53), Prob > chi2, R-squared?
Nick Cox
Short answer is No; no such simplistic statement deserves assent.
Enormously longer answers from the experts....
Sinan Hastorun
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?
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