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st: robust/clustered standard errors with ivprob/divprob


From   Lisa Powell <powelll@qed.econ.queensu.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: robust/clustered standard errors with ivprob/divprob
Date   Mon, 13 Sep 2004 11:14:52 -0400 (EDT)

Greetings,

Given the high traffic of discussion on isues related estimation with
endogenous variables, I though that I would repost my question from last
week in the hopes of receiving any replies.

I am using ivprob and divprob and would like to correct the standard
errors based on clustering. The cluster option is not available in these
ado files files -- does anyone have any suggestions as to how I could
estimate a dichotmous second stage with an endogenous regressor that is
linear (hence a linear first stage) and cluster the st errors in the
second stage?

Has anyone adpated the ivprob/divprob program with the cluster option?

Any help would be much appreciated!

Thanks,
Lisa

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