Branko,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nick Cox
> Sent: Tuesday, April 22, 2008 3:39 PM
> To: [email protected]
> Subject: st: RE: ivreg2: difference in first regression results
>
> I suggest that you report the results of
>
> . which ivreg2
>
> in both cases, as "at home" and "in my office" do not convey
> that information.
Nick is right - this is the only way we can tell exactly which versions
you are using.
But I can see that you are probably not using the most up-to-date
version for Stata 8, because we released an -ivreg2- for Stata 8, called
-ivreg28-.
Try installing -ivreg28-, and making sure that your -ivreg2- is also
up-to-date, and see if you find any differences then.
Cheers,
Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert
>
> Nick
> [email protected]
>
> [email protected]
>
> I noticed that my ivreg2.ado for Stata8 which I use at home
> produces different results (in the first regression: F test
> of excluded instruments etc.) than my ivreg2.ado which I use
> in my office with Stata9. The results are shown below.
>
> The second equation is exactly the same, but in the first t
> values and the F statistic are very different. The whole
> thing is run with cluster and robust controls which I thought
> were identical in both cases. But they obviously are not. So
> am I doing something wrong?
> (The more recent version of ivreg2 seems to use degrees of
> freedom based on clusters, not on the number of observations
> which seems to be the reason why F critical values in the
> first regression differ between the two
> versions.)
>
> Any ideas why this is the case and which one of the version
> is "correct"?
>
>
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>
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