IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation (original) (raw)

2002, Statistical Software …

*! ivreg2 4.1.10 9Feb2016 *! authors cfb & mes *! see end of file for version comments * Variable naming: * lhs = LHS endogenous * endo = X1, RHS endogenous (instrumented) = #K1 * inexog = X2 = Z2 = included exogenous (instruments) = #K2 = #L2 * exexog = Z1 = excluded exogenous (instruments) = #L1 * iv = {inexog exexog} = all instruments * rhs = {endo inexog} = RHS regressors * no 0 or 1 at end of varlist means original varlist but after expansion of FV and TS vars * 0 at the end of the name means the varlist after duplicates removed and collinearities/omitteds marked * 1 means the same as 0 but after omitted vars dropped and extraneous FV operators "o", "b" and "n" removed. * 0, 1 etc. also apply to _ct variables that are counts of these varlists * dofminus is large-sample adjustment (e.g., #fixed effects) * sdofminus is small-sample adjustment (e.g., #partialled-out regressors) if c(version) < 12 & c(version) >= 9 { * livreg2 Mata library. * Ensure Mata library is indexed if new install. * Not needed for Stata 12+ since ssc.ado does this when installing. capture mata: mata drop m_calckw() capture mata: mata drop m_omega() capture mata: mata drop ms_vcvorthog() capture mata: mata drop s_vkernel() capture mata: mata drop s_cdsy() mata: mata mlib index }

Sign up for access to the world's latest research.

checkGet notified about relevant papers

checkSave papers to use in your research

checkJoin the discussion with peers

checkTrack your impact