Re: st: ivreg2

[Nick Cox <njcoxstata@gmail.com>]

-ivreg2- (SJ/SSC) has no dialog written for it. Look again at wherever
you installed it from -- which you are asked to specify -- and you
will not see a dialog file listed.

Mostly, user-written program packages do not include dialogs.

The reasons no doubt vary but could be one or more of the following:

1. Too much like hard work.

2. Programmers tend to think in terms of the command language. Even
when they write programs partly or largely for student use, they may
still wish to encourage use of the command language.

3. Pure snobbery.

4. Mostly, user-written program packages do not include dialogs.

But that is really of no consequence. The -help- file explains how you
can get residuals afterwards and then plot them as desired. I can't
comment on the nuance "first stage".

Nick

On Sun, Mar 24, 2013 at 1:34 AM, David Parsley
<David.Parsley@owen.vanderbilt.edu> wrote:

> After issuing an Ivreg2 command I try to access the post-estimation dialogs "Statistics>Postestimation>Prediction, Residuals, etc."  but I get the error: "Unable to invoke predict dialog (error 601)"
>
> Specifically I am using Stata 11.2, & I have panel data with > 1000 panel ids, and up to 44 time series observations (unbalanced). My command looks like:
> xi: ivreg2 y  x1 x2 x3 x4 i.year  (x5 x6 = z1 z2 z3 z4), first ffirst savefirst robust bw(12) endog(x5 x6)
>
> Any thoughts on what may be preventing me from getting that dialog? Since I don't know the commands available therein, I can't replicate them on the command line. I was looking for some way to look at the residuals of the first stage - maybe some scatter plots of some sort.

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