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Re: st: RE: ivregress with2sls and clustered standard errors
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: ivregress with2sls and clustered standard errors
Date
Mon, 28 Mar 2011 07:53:53 -0400
<>
No problem with that:
use http://fmwww.bc.edu/cfb/stata/gcse,clear
xtset school
g favs = girl*avslrt
xi: xtivreg2 gcse (lrt = girl favs), fe clu(school)
students within school, SEs clustered by school.
Kit
> Date: Sun, 27 Mar 2011 11:39:10 -0400 (EDT)
> From: "Averett, Susan L" <[email protected]>
> Subject: Re: st: RE: ivregress with2sls and clustered standard errors
>
> Yes, and then I am being asked to cluster the standard errors on the schools because there are multiple kids per school. Is that redundant?
>
> Susan Averett
> Dana Professor
> Department of Economics
> Lafayette College
> Easton, PA 18042
> phone: 610-330-5307
> fax: 610-330-5715
> email: [email protected]
>
> - ----- Original Message -----
> From: "DE SOUZA Eric" <[email protected]>
> To: [email protected]
> Sent: Sunday, March 27, 2011 11:35:28 AM
> Subject: RE: Re: st: RE: ivregress with2sls and clustered standard errors
>
> Kit,
> I think she is introducing school variables as dummy variables (LSDV) but in the presence of endogenous regressors.
>
> Eric
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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