st: RE: -ivreg2- (SJ, SSC) problem

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Looks to me like an installation of an old version of ivreg2.

The usual recommended steps:

Find out which versions of ivreg2 are installed:

	which ivreg2, all

(Personally ... I think the "all" option should be the default behaviour of -which-.  Anyway...)

Uninstall duplicate versions, if any.  Confirm that the version installed is an old one.  (Latest version is from July 2013; behaviour below suggests a version from 5-ish years ago.)

Install the latest version using ssc:

	ssc install ivreg2

and if necessary

	ssc install ranktest

And then confirm the right version, and only the right version is installed:

	which ivreg2, all

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 20 August 2013 17:16
> To: statalist@hsphsun2.harvard.edu
> Subject: st: -ivreg2- (SJ, SSC) problem
> 
> Florence Neymotin had difficulty posting to the list.
> 
> Nick
> njcoxstata@gmail.com
> 
> 
> ---------- Forwarded message ----------
> From: Florence Neymotin <neymotin@gmail.com>
> 
> Florence Neymotin, Ph.D.
> Asst. Professor
> 
> Division of Finance and Economics
> H. Wayne Huizenga School of Business and Entrepreneurship Nova
> Southeastern University Fneymotin@nova.edu
> 
> 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...
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