st: question re: 3SLS on clustered data

[Lindsey Jeanne Leininger <leiningr@uchicago.edu>]

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
-- 
Lindsey Jeanne Leininger
Ph.D. student
University of Chicago, Harris School of Public Policy Studies
leiningr@uchicago.edu



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