Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Different coefficients for xtivreg2
From
Richard Herron <[email protected]>
To
[email protected]
Subject
Re: st: Different coefficients for xtivreg2
Date
Tue, 3 Apr 2012 21:55:53 -0400
Rohit, could you provide your function call, please?
Are you using GMM? Are you setting the random number seed? Add
something like -set seed 2001- before you call -xtivreg2-. You should
also set the random number seed if you bootstrap, but I don't think
that should affect your point estimates.
(And -xtivreg2- is from SSC, and depends on -ivreg2-, also from SSC.)
Richard Herron
On Tue, Apr 3, 2012 at 18:40, <[email protected]> wrote:
>
> Hi All,
>
> I am having a bit of a problem with the xtivreg2 command. Every time I
> clear the dataset in Stata's memory and rerun the xtreg2 command, I get
> different coefficients and test stats. Is that something to be expected or
> is it being caused by the nature of my dataset?
>
> Sorry if this question sounds too foolish but I am not too familiar with
> the command.
>
> Thanks!
> Rohit
>
>
>
*
* 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/