Thanks, Mark
It seemed that the only way in which I was able to replace the older version
was to first delete the previous version of ivreg2 (2.0.0) from my hard
drive...
Andrea
----- Original Message -----
From: "Mark Schaffer" <[email protected]>
To: <[email protected]>
Sent: Monday, October 24, 2005 1:18 PM
Subject: Re: st: some questions on ivreg2
> Andrea,
>
> Which version of -ivreg2- do you have? In Stata, type
>
> which ivreg2
>
> to find out. It should be 2.1.09; if it isn't, you don't have the most
> up-to-date version.
>
> It's possible that you are clicking on the wrong package when you get the
> list from -findid ivreg- (a common mistake). st0030_1 is only the last
> software update announced in the Stata Journal. Further down the list
> you'll see "ivreg2 from http://fmwww.bc.edu/RePEc/bocode/i";, which is the
> latest version.
>
> --Mark
>
> > Dear Statalisters,
> >
> > I have a dataset with 420 pairs of countries over 22 years. As a first
> > step,
> > I estimate a pooled OLS model to test for the endogeneity of three of my
> > regressors. I have encountered some problems, which I could not solve
with
> > the -ivreg2- help or Baum, Schaffer and Stillman (2003) article. I list
> > some
> > of these problems or questions below, and would really appreciate any
> > ideas/suggestions/comments.
> >
> > 1. When I use the option -orthog- to test for the exogeneity of the
> > instruments, and get the following message:
> >
> > Collinearity/identification problems in restricted equation:
> > C statistic not calculated for orthog option
> >
> > I tried including only the excluded exogenous variables, and these
> > together
> > with the included (exogenous) regressors, but got the same message in
both
> > cases.
> >
> > 2. Some of the postings suggest to use the -small- option, and I was
> > wondering what would be a rule of thumb to consider one's sample as
> > 'small'.
> > I've got 9041 observations in my panel, but will use a maximum of 420
when
> > I
> > run year-cross sections...
> >
> > 3. I received the notification of an improvement in the -ivreg2- ado,
but
> > after updating it (using -ssc install ivreg2, replace-), when I type:
> >
> > help ivreg2
> >
> > I get the same help file as before. the system only seems to find the
> > previous file (st0030_1) and it says that it's already installed.
> >
> > Am I doing something wrong here?
> >
> >
> > Many thanks in advance for your comments!
> > Andrea
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> Prof. Mark Schaffer
> Director, CERT
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3294
> email: [email protected]
> web: http://www.sml.hw.ac.uk/ecomes
>
>
>
> __________________________________________________________________
>
> DISCLAIMER:
>
> This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
> __________________________________________________________________
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
