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st: xtgls and 2SLS


From   "John A Karikari" <KarikariJ@gao.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtgls and 2SLS
Date   Tue, 25 Nov 2003 09:11:02 -0500

I'm estimating a "2SLS" procedure where the second stage uses xtgls,
but the variance-covariance matrix of the 2SLS procedure is incorrect.
I would appreciate advice on how to obtain the corrected
variance-covariance matrix for the xtgls, preferably a program that can
perform the procedure.  Thanks in advance.
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