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st: RE: Re: 3sls robust standard errors


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: 3sls robust standard errors
Date   Wed, 27 Sep 2006 16:18:48 +0200

Also see U 20.13 (User's guide chapter 20 paragraph 13)
HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Rodrigo A. Alfaro
Sent: woensdag 27 september 2006 16:12
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: 3sls robust standard errors

Read in Programming book about -_robust- command.
Complex, but very useful. There is not substitution for
that reading. Rodrigo.

----- Original Message -----
From: "fleur wouterse" <fwouterse@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, September 27, 2006 9:44 AM
Subject: st: 3sls robust standard errors


Hello,

Does anyone know how to get robust standard errors for
a system of simultaneous equations?

Standard options do not work. Is it possible to get
the required score variable through estimating with
maximum likelihood? Is there an ado.file for such an
estimation?

Your help is greatly appreciated

Fleur

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