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Re: st: RE: ivregress with2sls and clustered standard errors
From
"Averett, Susan L" <[email protected]>
To
[email protected]
Subject
Re: st: RE: ivregress with2sls and clustered standard errors
Date
Sun, 27 Mar 2011 11:39:10 -0400 (EDT)
Yes, and then I am being asked to cluster the standard errors on the schools because there are multiple kids per school. Is that redundant?
Susan Averett
Dana Professor
Department of Economics
Lafayette College
Easton, PA 18042
phone: 610-330-5307
fax: 610-330-5715
email: [email protected]
----- Original Message -----
From: "DE SOUZA Eric" <[email protected]>
To: [email protected]
Sent: Sunday, March 27, 2011 11:35:28 AM
Subject: RE: Re: st: RE: ivregress with2sls and clustered standard errors
Kit,
I think she is introducing school variables as dummy variables (LSDV) but in the presence of endogenous regressors.
Eric
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Christopher Baum
Sent: 27 March 2011 00:57
To: [email protected]
Subject: re: Re: st: RE: ivregress with2sls and clustered standard errors
<>
Yes, I've tried that. I receive a different error message...
Warning: estimated covariance matrix of moment conditions not of full rank.
standard errors and model tests should be interpreted with caution.
Possible causes:
singleton dummy variable (dummy with one 1 and N-1 0s or vice versa) partial option may address problem.
I am also wanting to include school fixed effects in my model as well as cluster by school. Could this be the problem?
I do not get the message above when I drop the school fixed effects.
You should be using Mark Schaffer's -xtivreg2- from SSC if you have school fixed effects.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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