>
> Allowing for clustering should be possible with -qvf- (see -findit qvf-).
> This does IV for generalized linear models (including probit) and has a
> cluster() option.
>
Roger,
In July 2003, I had made similar suggestion of using -qvf- to correct for
endogeneity and Vince Wiggins kindly pointed out to me that IV for
measurement error is different than IV for endogeneity and employing -qvf-
when you have an endogenous regressor will yield inconsistent estimates.
Scott
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