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st: RE: different results ivregress ivreg2
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: different results ivregress ivreg2
Date
Mon, 22 Oct 2012 22:07:30 +0100
Michael,
You haven't provided enough details for us to contribute a useful
answer. "Different result" can be practically anything!
--Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Michael Betz
> Sent: 22 October 2012 18:47
> To: [email protected]
> Subject: st: different results ivregress ivreg2
>
> 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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