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  • -ivqregress- is unrecognized

    Dear Statalisters,

    I intend to carry out instrumental variable quantile regression using -ivqregress- command, as I suspect endogenous covariates. However, I am getting the message that "command ivqregress is unrecognized". I am using Stata 17. As far as I know, it is not a user written command, available as ssc install. Any suggestions to get around this would be much helpful.

    Code:
     
    ivqregress iqr ln_StrsScore (NIM_L1= NIM_L2) i.Pub_Dummy_L1 Size_L1 PCR_L1 CorpLoan_L1 GDPGr GsecYld CMR EPUInd CPIn
    > fl ExcUSD, quantile(0.25)
    command ivqregress is unrecognized
    Thanks
    pankaj

  • #2
    It's an V 18 command.

    Look here for pre-official version (sivqr)
    HTML Code:
    https://kaplandm.github.io/

    Comment


    • #3
      Thanks a lot George Ford, for your prompt help. I really appreciate it.

      I issued the command net from https://kaplandm.github.io/stata and followed the instructions for installation. After that I re-ran the -ivqregress- command and got the same error.

      There is mention of the command being adapted in Stata 18 as ivqregress smooth. Whether the problem is arising because of me using STATA 17? Would be appropriate if I use the -sivqr- command instead?

      Many thanks
      pankaj

      Comment


      • #4
        it's not ivqregress. it's sivqr.

        help sivqr

        Comment


        • #5
          Thank you, Sir.

          Regards
          pankaj

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