On Mon, 23 Mar 2009, Shang E. Ha wrote:
Thank you. But my question was why these two commands produce different
standard
errors. In Stata 10, "ivregress 2sls Y (Z=X), vce(cluster unit)" simply
replaces
"ivreg Y (Z=X), robust cluster(unit)", which used to be standard in Stata 9.
Best,
Shang
Shang,
To replicate -ivreg-, you need to use the 'small' option with -ivregress
2sls-.
. sysuse auto
. ivreg turn (trunk = mpg), robust cluster(rep78)
. ivregress 2sls turn (trunk = mpg), vce(cluster rep78)
. ivregress 2sls turn (trunk = mpg), vce(cluster rep78) small
-- Brian Poi
-- [email protected]
*
* 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/
