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st: 3sls (reg3): corrected standard errors and diagnostics


From   "Amess, Dr K.M." <kma11@leicester.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: 3sls (reg3): corrected standard errors and diagnostics
Date   Mon, 8 Dec 2003 14:52:03 -0000

Dear,

I am estimating a system of simultaneous equations and wondered if anyone has written a program to compute heteroskedasticity robust standard errors for 3sls models.

Thanks for any help in advance.

Kevin



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