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| From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: different results ivregress ivreg2 |
| Date | Mon, 22 Oct 2012 22:07:30 +0100 |
Michael, You haven't provided enough details for us to contribute a useful answer. "Different result" can be practically anything! --Mark > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Michael Betz > Sent: 22 October 2012 18:47 > To: statalist@hsphsun2.harvard.edu > Subject: st: different results ivregress ivreg2 > > Hi all, > > I'm using Stata 12.1 and am getting different result for ivregress and ivreg2 > 2sls. To my understanding they should be equivalent, which makes me > believe there is a detail in the estimation of one of them that I am missing. > My code is below: > > ivregress 2sls totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 > (mtmscquan90_00=maxsr1) if arc==1, vce(robust) first > > ivreg2 totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 > (mtmscquan90_00=maxsr1) if arc==1, robust first > > I started with an extremely parsimonious model which gave me the same > results using both commands. As I added variables, the results began to > differ. If I add any of the following variables it leads to different results > between the two commands. > > > Variable Obs Mean Std. Dev. Min Max > isc8590 417 .0693959 .0327513 .0171622 > .279515 > pop90isc8590 417 2999.111 4974.265 166.3676 > 78940.03 > pctage606490 420 4.802992 .7325087 2.316738 > 7.595499 > pctage65o90 420 14.35169 2.651081 4.709416 > 24.75028 > > Thanks, > Mike > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ ----- Sunday Times Scottish University of the Year 2011-2013 Top in the UK for student experience Fourth university in the UK and top in Scotland (National Student Survey 2012) We invite research leaders and ambitious early career researchers to join us in leading and driving research in key inter-disciplinary themes. Please see www.hw.ac.uk/researchleaders for further information and how to apply. 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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/