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

st: XTGLS & 2SLS

From   "John A Karikari" <>
To   <>
Subject   st: XTGLS & 2SLS
Date   Tue, 25 Nov 2003 11:03:43 -0500

I'm estimating a "2SLS" procedure where the second stage uses XTGLS,
but the variance-covariance matrix of the 2SLS procedure would be
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.
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index