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| From | Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: RE: Problem with ivregress |
| Date | Mon, 14 Feb 2011 16:47:34 -0500 |
Sorry, you are right, somehow in my mind I thought that -xi- was user written and factor variables were the official way of doing what -xi- does ... _______________________ Jorge Eduardo Pérez Pérez On Mon, Feb 14, 2011 at 3:57 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > Sorry, I don't know, and my quantum of information makes no difference: but -xi- was, is, and to the extent that it matters always will be an official command. > > Nick > n.j.cox@durham.ac.uk > > Jorge Eduardo Pérez Pérez > > I am doing an instrumental variable analysis in Stata MP 11 on Windows > XP, and I am getting different results using the official -ivregress- > and the user written -ivreg2- by Baum, Schaffer and Stillman. The > first stage is the same for both commands, but -ivrregress- is > estimating all the coefficients for indicator variables as 0 in the > second stage. I am using the user written command -xi- , but the > same happens if I use factor variables. Can someone provide a hint > about why this might be happenning? > > * > * 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/