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st: 2sls and robust standard errors


From   Ed Levitas <[email protected]>
To   [email protected]
Subject   st: 2sls and robust standard errors
Date   Wed, 26 Feb 2003 11:38:23 -0600

Statlisters,

We are trying to estimate a model using xtivreg (2sls with panel data).
Does anyone know how to calculate robust standard errors for the parameters
estimated?  We've looked at the _robust programming command but don't see
how we could apply that to this scenario.  

Any help would be greatly appreciated.

Thanks
Ed

****************************************
Edward Levitas, PhD
Assistant Professor
School of Business Administration
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957
[email protected]

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