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st: STATA CODE INFO.: ivreg2 & ivregress
From
Bond Tiger <[email protected]>
To
[email protected]
Subject
st: STATA CODE INFO.: ivreg2 & ivregress
Date
Sun, 18 Jul 2010 20:23:00 -0700 (PDT)
Hello Everybody,
I have a question regarding STATA code:
I would like to know whether there is any difference between the following codes
or both the codes perform same task.......
(1) ....ivreg2, gmm2s and ....ivregress, gmm.
(2) ....ivreg2, cue and ......ivregress, igmm
I think both the codes in (1) are performing the same task of instrumental
variable two-step GMM estimation and codes in (2) are performing the same task
of instrumental variable iterative GMM estimation.
Please correct me, if I am wrong.
Thank you,
Regards,
Bond
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