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Re: st: Problems with eststo, stata versioning
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Problems with eststo, stata versioning
Date
Tue, 3 Jan 2012 17:55:01 +0000
-eststo- is a user-written program. Updating or upgrading your
installation of Stata makes absolutely no difference to any
installations of user-written programs, which remain entirely your own
responsibility. However, Stata does provide -adoupdate- as a
convenience command to help in maintaining your collection of user-
written add-ons.
Nick
On 3 Jan 2012, at 16:44, Ryan Turner <[email protected]> wrote:
Hi Statalist,
I am having a problem with the -eststo- package. Although I
believed my Stata 11.2 installation to be up-to-date, I found that I
have been using an older version of -eststo-, from May 2007. It
appears that Stata did not recognize the newer version (from October
2009) as being an update to the same package. I discovered this
when searching for -estpost-, which did not exist in the 2007
version. I decided to force update the package, which caused some
of my thesis regression results to change in significance
(coefficients the same, but standard errors changed). In addition,
variables dropped for collinearity are retained in regression output
as:
dropped_var 0 0 0 0
(.) (.) (.) (.)
Why would standard errors change when processing regression output
through -eststo- and -esttab-? Should I consider former output as
incorrect, perhaps because of an old bug in -eststo-, and that new
output is correct? Is there some option I may have set that is
doing strange things to my results? Is it a new feature to retain
omitted variables as zero with missing standard errors? Why did
Stata not recognize the package as an update?
I have emailed the author but was hoping for some quick thoughts
from the list.
Best,
Ryan Turner
--
Ryan J. Turner <[email protected]>
Ph.D. Student in Engineering and Public Policy
Carnegie Mellon University
+1-412-225-4476 | +351-961-205-923
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