Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: -ivreg2- (SJ, SSC) problem
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: -ivreg2- (SJ, SSC) problem
Date
Tue, 20 Aug 2013 17:15:58 +0100
Florence Neymotin had difficulty posting to the list.
Nick
[email protected]
---------- Forwarded message ----------
From: Florence Neymotin <[email protected]>
Florence Neymotin, Ph.D.
Asst. Professor
Division of Finance and Economics
H. Wayne Huizenga School of Business and Entrepreneurship
Nova Southeastern University
[email protected]
I have had a very odd issue with stata v9.1 which I am using. I ran a
command about 2 years ago, and now that I need to redo my empirical work, I
am rerunning almost LITERALLY the same command, and I am not getting the
output statistics that I should...
more specifically, I run something like:
ivreg2 y (x1=z1 z2) x2 x3 x4, cluster(f1id) ffirst
now, I should get a plethora of test-statistics (including anderson rubin
lr, cragg donald f etc.), but I ONLY get the hansen j, the f-test of
excluded instruments and the shea partial r-squared...
when I ran it two years ago I DID get the right test stats, but now they
don't show up using the same command...so I am lost. I tried updating with
the _1 version of ivreg2, but that makes no difference.
This is very odd and I haven't seen this type of issue before so I thought
someone else might have some insight here...
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/