Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: 2sls and robust standard errors


From   Ed Levitas <levitas@uwm.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: 2sls and robust standard errors
Date   Wed, 26 Feb 2003 11:38:23 -0600

Statlisters,

We are trying to estimate a model using xtivreg (2sls with panel data).
Does anyone know how to calculate robust standard errors for the parameters
estimated?  We've looked at the _robust programming command but don't see
how we could apply that to this scenario.  

Any help would be greatly appreciated.

Thanks
Ed

****************************************
Edward Levitas, PhD
Assistant Professor
School of Business Administration
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957
levitas@uwm.edu

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index