From | "John A Karikari" <[email protected]> |
To | <[email protected]> |
Subject | st: XTGLS & 2SLS |
Date | Tue, 25 Nov 2003 11:03:43 -0500 |
I'm estimating a "2SLS" procedure where the second stage uses XTGLS, but the variance-covariance matrix of the 2SLS procedure would be incorrect. I would appreciate advice on how to obtain the corrected variance-covariance matrix for the XTGLS, preferably a program that can perform the procedure. Thanks in advance. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |