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RE: Re: st: RE: ivregress with2sls and clustered standard errors
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: Re: st: RE: ivregress with2sls and clustered standard errors
Date
Sun, 27 Mar 2011 17:35:28 +0200
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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