st: R-squared in -xtivreg2- vs. -xtivreg-

[Max <maxliving@gmail.com>]

Hello,

I'm running an IV 2SLS fixed effects regression, and I was wondering
why I get such different R-squared when I use the built-in -xtivreg-
and -xtivreg2-, written by Schaffer
(http://ideas.repec.org/c/boc/bocode/s456501.html). Particularly
troubling is the fact that the R-squared obtained with -xtivreg2- is
negative, while -xtivreg-'s is positive. I googled around and found a
Stata FAQ about why R-squareds might be negative or missing, but I
couldn't find anything explaining why -xtivreg2-'s might be different
from Stata's.

As I understand it, -xtivreg2- reports the "within" R-squared, which
is missing when I run -xtivreg-. But xtivreg gives me a between and an
overall R-squared. So, I'm not sure what's going on, and any
advice/guidance anyone can provide would be very much appreciated.

Thanks!
Max
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