st: RE: OLS via ivreg2, vs regress

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

John,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
> Sent: 12 November 2012 17:49
> To: statalist@hsphsun2.harvard.edu
> Subject: st: OLS via ivreg2, vs regress
> 
> Hi:
> 
> Why is it that OLS via ivreg2 does not give the same SEs as OLS via
regress?
> E.g.,
> 
> sysuse auto
> regress price mpg weight foreign
> ivreg2 price mpg weight foreign

Use -ivreg2- with the -small- option.

--Mark

> 
> Best,
> J.
> 
> __________________________________________
> 
> John Antonakis
> Professor of Organizational Behavior
> Director, Ph.D. program in Management
> 
> Faculty of Business and Economics
> University of Lausanne
> Internef #618
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> Switzerland
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> Associate Editor
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