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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to correct standard errors of a 2sls performed by hand ?
Date   Fri, 5 Feb 2010 21:53:30 +0100

<>

You may want to look at http://www.stata-press.com/data/mus/mus.zip, file
mus13p1bootstrap.do, lines 116-139. There, the authors demonstrate a
procedure similar to what you want to achieve. The solution in this case is
a -bootstrap-.


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Anne-Sophie
Bergerès
Sent: Freitag, 5. Februar 2010 21:46
To: statalist@hsphsun2.harvard.edu
Subject: st: How to correct standard errors of a 2sls performed by hand ?

 
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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