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st: moulton vs cluster option in 2SLS
From
"Sergio I Prada" <[email protected]>
To
[email protected]
Subject
st: moulton vs cluster option in 2SLS
Date
Thu, 4 Mar 2010 12:42:42 -0500 (EST)
Dear Stata users:
Angrist & Pishke ("Mostly Harmless Econometrics") in page 308 suggest the
use of the Moulton factor to adjust SE for clustering in 2sls. Has anyone
done that correction in 2sls estimators? How does that compare to the SEs
from ivregress or ivreg2 with option cluster()?
--
Sergio
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