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st: question re: 3SLS on clustered data

From   Lindsey Jeanne Leininger <[email protected]>
To   [email protected]
Subject   st: question re: 3SLS on clustered data
Date   Sat, 14 Feb 2004 17:02:44 -0600

Hello all!
I am using 3SLS on my data and my endogenous variable is clustered at the state 
level, as are my instruments. I am concerned that this clustering may be 
deflating my standard errors. Does anyone know if there is a correction for 
this in the reg3 command?

I thank y'all kindly for any/all help-
Lindsey Jeanne Leininger
Ph.D. student
University of Chicago, Harris School of Public Policy Studies
[email protected]

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