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st: RE: RE: IV Command and Reported Results Problem

From   Nick Cox <>
To   "''" <>
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. 


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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