st: clustered SE for reg3

[Vera Troeger <vtroe@essex.ac.uk>]

hi,

I am trying to program clustered SE for a 3 stage LS simultaneous 
equation model: reg3.
reg3 dosn't offer a robust cluster option, so I tried to use the _robust 
programmers routine.
it all works fine, except  that  apparently as with reg (simple OLS) one 
has to force the RMSE to be 1 before using the _robust option. Now reg3 
doesn't have an mse1 option either as reg does...
I found that in a single equation model (like OLS reg) one can avoid the 
mse1 option by replacing e(V) with e(V)/(e(rss)/e(df_r)). however that 
doesn't work for reg3 either since I have multiple equations and a VC 
matrix for all X of all equations but each equation of course has 
different RSS and df_r.
I cannot compute the scores either since this is a 3SLS model and not MLE...

any help would be highly appreciated.
Vera

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