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Re: st: different results ivregress ivreg2 (Out of office until 29 Oct 2012)
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Re: st: different results ivregress ivreg2 (Out of office until 29 Oct 2012)
Date
Mon, 22 Oct 2012 18:51:32 +0100
I am out of office until 29 October 2012 with limited access to my e-mails.
Best wishes,
Eveline Nüesch
>>> <[email protected]> 10/22/12 18:49 >>>
I am out of office until 29 October 2012 with limited access to my e-mails.
Best wishes,
Eveline Nüesch
>>> Michael Betz <[email protected]> 10/22/12 18:47 >>>
Hi all,
I'm using Stata 12.1 and am getting different result for ivregress and ivreg2 2sls. To my understanding they should be equivalent, which makes me believe there is a detail in the estimation of one of them that I am missing. My code is below:
ivregress 2sls totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 (mtmscquan90_00=maxsr1) if arc==1, vce(robust) first
ivreg2 totpovrt00 totpovrt90 $mining90 $shchg90 $base90 $full90 (mtmscquan90_00=maxsr1) if arc==1, robust first
I started with an extremely parsimonious model which gave me the same results using both commands. As I added variables, the results began to differ. If I add any of the following variables it leads to different results between the two commands.
Variable Obs Mean Std. Dev. Min Max
isc8590 417 .0693959 .0327513 .0171622 .279515
pop90isc8590 417 2999.111 4974.265 166.3676 78940.03
pctage606490 420 4.802992 .7325087 2.316738 7.595499
pctage65o90 420 14.35169 2.651081 4.709416 24.75028
Thanks,
Mike
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