Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: ivreg2/xtivreg2 inquiry
From
Thomas Jacobs <[email protected]>
To
StataList <[email protected]>
Subject
st: ivreg2/xtivreg2 inquiry
Date
Sun, 4 Jul 2010 11:21:16 -0500
Perhaps I am missing something, but in using ivreg2 and xtivreg2, I
have found that the stored result for residual degrees of freedom
e(df_r) is null unless I specify the small option.
For example,
ivreg2 IISBasisD `LiquidityD' `InfVar'Change if
TenorYr==BasisTenors[1,`j'],bw(18) robust small
. dis e(df_r)
45
ivreg2 IISBasisD `LiquidityD' `InfVar'Change if
TenorYr==BasisTenors[1,`j'],bw(18) robust
. dis e(df_r)
.
If anyone knows what I may be doing wrong or else how one would report
this if someone else can reproduce it I would appreciate it as these
are ssc packages.
Thanks,
Tom
--
Thomas Jacobs
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/