The Stata Journal article, working paper form referenced at
http://ideas.repec.org/p/boc/bocoec/545.html
deals with this issue in detail.
Kit
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
On Jan 16, 2006, at 2:33 AM, statalist-digest wrote:
Dear colleagues,
I'm trying to understand how ivreg calculates standard errors for the
estimators calculated by 2sls. I haven't been successful so far.
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