Statalist The Stata Listserver


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

st: Re: System 2sls with robust standard errors


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: System 2sls with robust standard errors
Date   Fri, 25 Aug 2006 23:55:22 -0400

Belen,

If you can replicate the coefficients of the paper 
with -reg3-, use -_robust- command after that. 

Rodrigo.


----- Original Message ----- 
From: "Belen Dias" <belendp9@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, August 25, 2006 2:01 PM
Subject: st: System 2sls with robust standard errors


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
issue.

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

__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com 
*
*   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/

*
*   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