Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: cluster robust SE options in 2SLS


From   "Shang E. Ha" <[email protected]>
To   [email protected]
Subject   st: cluster robust SE options in 2SLS
Date   Mon, 23 Mar 2009 09:24:05 -0400

Hi,

Can anyone look up the difference between these two standard error options; for
some reason they are producing slightly different standard errors.

  ivregress 2sls Y (Z = X), vce(cluster unit)

  ivreg Y (Z = X), robust cluster(unit)

Thanks!

Best,
Shang E. Ha
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index