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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: AW: ivreg2/xtivreg2 inquiry |
Date | Sun, 4 Jul 2010 18:35:08 +0200 |
<> The same goes for the official counterpart, though: ************* webuse hsng2, clear qui ivregress 2sls rent pcturban (hsngval = faminc i.region) dis in r e(df_r) qui ivregress 2sls rent pcturban (hsngval = faminc i.region), small dis in r e(df_r) ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Thomas Jacobs Gesendet: Sonntag, 4. Juli 2010 18:21 An: StataList Betreff: st: ivreg2/xtivreg2 inquiry 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/ * * 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/