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| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: RE: IV Command and Reported Results Problem |
| Date | Wed, 16 Feb 2011 18:16:47 +0000 |
It's a strange question to send to Statalist. Two out of three of the very distinguished authors of -ivreg2- are active on this list, and you seem to be asking: I get puzzling and disappointing results. Is your program to blame? What do you expect them to say? My only guess is that you are trying to fit a model that is too complicated or otherwise unsuitable for your data. As Maarten Buis often advises, retreat to a much simpler model, complicate slowly, and see when and where problems start biting. But I am not an econometrician. The IV people on this list are better placed to advise, if only on what you should be telling them that you are not. Nick n.j.cox@durham.ac.uk Sinan Hastorun Thank you Nick. I just included that note in my question in order to inquire about whether the command may be part of the problem here. Do you have a take on why I am not getting any actual numerical results reported for Wald chi2(53), Prob > chi2, R-squared? Nick Cox Short answer is No; no such simplistic statement deserves assent. Enormously longer answers from the experts.... Sinan Hastorun I am running IV in STATA by using the command ivregress because it is said to perform better than ivreg or ivreg2. Is that correct? * * 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/