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st: OLS via ivreg2, vs regress
From
John Antonakis <[email protected]>
To
[email protected]
Subject
st: OLS via ivreg2, vs regress
Date
Mon, 12 Nov 2012 18:49:06 +0100
Hi:
Why is it that OLS via ivreg2 does not give the same SEs as OLS via
regress? E.g.,
sysuse auto
regress price mpg weight foreign
ivreg2 price mpg weight foreign
Best,
J.
__________________________________________
John Antonakis
Professor of Organizational Behavior
Director, Ph.D. program in Management
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
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