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

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

Nick,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 20 August 2013 18:57
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: -ivreg2- (SJ, SSC) problem
> 
> Florence signalled that she is using Stata 9.1 Therefore the current version of -
> ivreg2- on SSC is no use to her, as it requires 10.1.
> 
> As I read it, Florence's best bet, short of upgrading, is to update to Stata 9.2 and
> use -ivreg29- (SSC).

Correct.  ivreg29 will generate the plethora of test statistics to which she refers in her email.

...except that I believe both ivreg29 and ranktest require Stata 9.2.  She may have to upgrade her Stata to 9.2 to get ivreg29 and ranktest to work.

If that's not possible, she may need to use ivreg28.  But I don't know if that will generate all the stats she requires.

--Mark

> Nick
> njcoxstata@gmail.com
> 
> 
> On 20 August 2013 18:26, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
> > 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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> >
> >
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----- 
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)


We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/