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st: AW: ivreg2/xtivreg2 inquiry
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
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: [email protected]
[mailto:[email protected]] 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
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