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st: update to ivreg2h
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: update to ivreg2h
Date
Thu, 1 Aug 2013 13:55:11 +0000
<>
The ivreg2h routine, which implements Lewbel's method of producing instruments in the presence of heteroskedasticity in an IV context, has been updated following a problem report from V Mishra, for which thanks. The program would not produce results in the situation where there were excluded instruments specified, but insufficient in number to satisfy the order condition. When it would produce estimates, they were correct. The program has now been updated on the SSC Archive to properly deal with that situation. You may use
adoupdate ivreg2h, update
if you already have the program installed. You may use
ssc describe ivreg2h
to learn about the program's functionality.
Kit Baum and Mark Schaffer
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