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Re: st: Re: problem with ivregress
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Re: problem with ivregress
Date
Wed, 16 Feb 2011 12:34:48 -0500
They were. The staff at technical support solved the issue: they told
me that -ivregress- uses a different code to check for collinearity.
One of the variables in my analysis was poorly scaled ( i.e, in the
order of 10^8 while the others were in the order of 1). After
rescaling this variable, -ivreg-, -ivreg2- and -ivregress- produce the
same result.
_______________________
Jorge Eduardo Pérez Pérez
On Wed, Feb 16, 2011 at 12:10 PM, DE SOUZA Eric
<[email protected]> wrote:
> But you do not tell us whether the results for -ivreg- and -ivreg2- were the same.
>
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Jorge Eduardo Pérez Pérez
> Sent: 16 February 2011 15:49
> To: [email protected]
> Subject: Re: st: Re: problem with ivregress
>
> Thank you for the suggestion. In fact, the results for -ivreg- and
> -ivregress- were not the same. I have contacted technical support for this matter.
>
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
>
> On Tue, Feb 15, 2011 at 7:32 AM, Christopher Baum <[email protected]> wrote:
>> On Feb 15, 2011, at 2:33 AM, Jorge wrote:
>>
>>> Can someone provide a hint
>>> about why this might be happenning?
>>
>> Suggest you reestimate with -ivreg- (sic). If the results from ivreg agree with those of B-S-S ivreg2 (as they should) then bring this to the attention of Stata Tech Support, as it could be an ivregress bug (especially as you are getting the same FSRs from ivregress and ivreg2). Stata's own ivreg and ivregress commands should agree with each other.
>>
>> Kit
>>
>> Kit Baum | Boston College Economics & DIW Berlin |
>> http://ideas.repec.org/e/pba1.html
>> An Introduction to Stata Programming |
>> http://www.stata-press.com/books/isp.html
>> An Introduction to Modern Econometrics Using Stata |
>> http://www.stata-press.com/books/imeus.html
>>
>
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