Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: System 2sls with robust standard errors

From   Belen Dias <>
Subject   st: System 2sls with robust standard errors
Date   Fri, 25 Aug 2006 11:01:11 -0700 (PDT)

Hi,I want to replicate Alesina and Perotti's (1996)
result on incomedistribution, investment and political
instability. I notice that by the end of the paper
they use heteroscedasticity-consistent standard errors
with system 2sls. Now, I know that it is impossible to
get robust SE with the -reg3- command. 

Does anybody know if there is another way of doing
this? Can I do it "by hand"? (If so, how? Just doing
the 2sls "by hand" with -reg, r-?) 

Otherwise, it would be helpful if you could advise me
of other statistical packages that could handle this

Please send me all your insights for this issue.
Thanks in advance!

Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index