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st: clustered std errors


From   Ivica Rubil <[email protected]>
To   [email protected]
Subject   st: clustered std errors
Date   Thu, 24 May 2012 10:33:52 +0200

Dear all,

do I need to take into account clustered errors when running
-ivregress 2sls- or -ivregress gmm- by adding the option -vce(cluster
   ) even if neither of my explanatory variables vary only on the
cluster level?

Thanks in advance.

Ivica Rubil

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