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st: How to correct standard errors of a 2sls performed by hand ?


From   Anne-Sophie Bergerès <macadamianesofie@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to correct standard errors of a 2sls performed by hand ?
Date   Fri, 5 Feb 2010 21:45:58 +0100

 
I have to compute a 2sls by hand. The estimated coefficients are the same than using ivreg2. However, the standard errors are different. How can i correct this in stata ? would you have a suggestion of code ?
 
I need this in order to perform a Sargan test by hand as well
 
 
 
I thank you very much in advance !


Anne-Sophie  		 	   		  
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