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st: ivregress with2sls and clustered standard errors
From
"Averett, Susan L" <[email protected]>
To
[email protected]
Subject
st: ivregress with2sls and clustered standard errors
Date
Sat, 26 Mar 2011 16:08:03 -0400 (EDT)
I am trying to run a model using ivregress with 2sls as my estimator. I have a data set of individuals who are clustered in various
schools. I am using school fixed effects in my model but I am trying to cluster my standard errors on the school variable AND also obtain the overidentification tests from
estat overid
However, when I use the cluster command, I get an error:
robust tests of overidentifying restrictions after 2SLS
estimation not available with cluster-robust standard errors
I do not get this same error if I use robust standard errors. What is the option if this error is received? Is is possible I do not need to cluster my standard errors?
Susan A
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