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st: ivreg vs. ivreg2 standard errors
From
Giulio Zanella <[email protected]>
To
[email protected]
Subject
st: ivreg vs. ivreg2 standard errors
Date
Tue, 28 Aug 2007 14:04:39 +0200
Dear listers,
It appears that ivreg and ivreg2 compute standard errors in a different way.
Those reported by ivreg are consistent with what other packages (e.g. RATS)
compute, so I wonder how standard errors are computed by ivreg2.
Any hint would be appreciated.
Thanks in advance.
Giulio Zanella
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