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

st: question re: 3SLS on clustered data


From   Lindsey Jeanne Leininger <leiningr@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: question re: 3SLS on clustered data
Date   Sat, 14 Feb 2004 17:02:44 -0600

Hello all!
I am using 3SLS on my data and my endogenous variable is clustered at the state 
level, as are my instruments. I am concerned that this clustering may be 
deflating my standard errors. Does anyone know if there is a correction for 
this in the reg3 command?

I thank y'all kindly for any/all help-
Lindsey
-- 
Lindsey Jeanne Leininger
Ph.D. student
University of Chicago, Harris School of Public Policy Studies
leiningr@uchicago.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