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Re: st: Different coefficients for xtivreg2

Subject   Re: st: Different coefficients for xtivreg2
Date   Wed, 04 Apr 2012 10:24:14 +0100

Hi Richard,

Thanks for your response.

Here is the function that I am calling: 

xtivreg2 y1 x1 x2 x3 x4 (x5 x6 = z1 z2), fe first cluster(id industry) endog(x5 x6)

May I ask what does 'set seed' do before xtivreg2?


On 4 Apr 2012, at 02:55, Richard Herron wrote:

Rohit, could you provide your function call, please?

Are you using GMM? Are you setting the random number seed? Add
something like -set seed 2001- before you call -xtivreg2-. You should
also set the random number seed if you bootstrap, but I don't think
that should affect your point estimates.

(And -xtivreg2- is from SSC, and depends on -ivreg2-, also from SSC.)

Richard Herron

On Tue, Apr 3, 2012 at 18:40, <> wrote:

Hi All,

I am having a bit of a problem with the xtivreg2 command. Every time I
clear the dataset in Stata's memory and rerun the xtreg2 command, I get
different coefficients and test stats. Is that something to be expected or
is it being caused by the nature of my dataset?

Sorry if this question sounds too foolish but I am not too familiar with
the command.


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