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st: Problems with eststo, stata versioning


From   Ryan Turner <rjturner@cmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Problems with eststo, stata versioning
Date   Tue, 3 Jan 2012 11:44:54 -0500

Hi Statalist,

I am having a problem with the -eststo- package.  Although I believed my Stata 11.2 installation to be up-to-date, I found that I have been using an older version of -eststo-, from May 2007.  It appears that Stata did not recognize the newer version (from October 2009) as being an update to the same package.  I discovered this when searching for -estpost-, which did not exist in the 2007 version.  I decided to force update the package, which caused some of my thesis regression results to change in significance (coefficients the same, but standard errors changed).  In addition, variables dropped for collinearity are retained in regression output as:

dropped_var   0     0     0     0
             (.)   (.)   (.)   (.)

Why would standard errors change when processing regression output through -eststo- and -esttab-?  Should I consider former output as incorrect, perhaps because of an old bug in -eststo-, and that new output is correct?  Is there some option I may have set that is doing strange things to my results?  Is it a new feature to retain omitted variables as zero with missing standard errors?  Why did Stata not recognize the package as an update?

I have emailed the author but was hoping for some quick thoughts from the list.

Best,
Ryan Turner

--
Ryan J. Turner <rjturner@cmu.edu>
Ph.D. Student in Engineering and Public Policy
Carnegie Mellon University
+1-412-225-4476 | +351-961-205-923


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