RE: st: ivreg2 and predict?

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Adrien,

It's not ideal, but you can install ivreg2_p.ado by hand from the RePEc
page.  If so, you probably also want to install all the other files by
hand, so that you have a consistent installation.

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> adrien.Amzallag@ecb.int
> Sent: Thursday, March 24, 2011 5:45 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: ivreg2 and predict?
> 
> Many thanks Nick, also for the quick response, and yes 
> unfortunately our
> office intranet prevents us using -ssc- to install .ado files.
> 
> Any thoughts on creating an AC-only weighting matrix when using
> 'ivregress'?
> 
> Thanks again,
> 
> Adrien
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 24 March 2011 18:29
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: ivreg2 and predict?
> 
> 
> This sounds like a partial installation. You didn't install a file,
> ivreg2_p.ado. Perhaps you used a browser. It is much better to use
> -ssc- to install.
> 
> The contrast is not strange, as -ivregress- is an official command and
> all its associated commands are part of your Stata installation.
> 
> Nick
> 
> On Thu, Mar 24, 2011 at 5:21 PM,  <adrien.Amzallag@ecb.int> wrote:
> 
> > I'm trying to run the 'predict' command following the 'ivreg2'
> command.
> > My (simplified) equations are:
> >
> > ivreg2 i (inf_dev = L.inf_dev) if yq<190, gmm2s bw(auto)
> > predict ihat
> >
> > When I run these, I get the following error: "unrecognized command:
> > ivreg2_p" . Is this familiar to anyone?
> >
> > Strangely, the predict command works with 'ivregress', however I'm
> > obliged to use 'ivreg2' as (my 2nd problem) I can't manage 
> to create a
> > weighting matrix to correct for *only* autocorrelation and not
> > heteroskedasticity as well. In other words, my ivregress command for
> the
> > above equation would be:
> >
> > ivregress gmm i (inf_dev = L.inf_dev) if yq<190, wmatrix(hac ba opt)
> >
> > ...but using ivregress in this way produces very different 
> coefficient
> > results to the above 'ivreg2' command (which has the AC-only form I
> > need).
> >
> > Any thoughts on these two questions? (1. why the error with 
> 'predict'
> > and 'ivreg2', and 2. how to create a weighting matrix to 
> correct only
> > for AC not H, using ivregress)
> *
> *   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/
> 
> 
> 
> 
> Any e-mail message from the European Central Bank (ECB) is 
> sent in good faith but shall neither be binding nor construed 
> as constituting a commitment by the ECB except where provided 
> for in a written agreement. This e-mail is intended only for 
> the use of the recipient(s) named above. Any unauthorised 
> disclosure, use or dissemination, either in whole or in part, 
> is prohibited. If you have received this e-mail in error, 
> please notify the sender immediately via e-mail and delete 
> this e-mail from your system.
> 
> 
> 
> 
> *
> *   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/
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/