Belen,
If you can replicate the coefficients of the paper
with -reg3-, use -_robust- command after that.
Rodrigo.
----- Original Message -----
From: "Belen Dias" <[email protected]>
To: <[email protected]>
Sent: Friday, August 25, 2006 2:01 PM
Subject: st: System 2sls with robust standard errors
Hi,I want to replicate Alesina and Perotti's (1996)
result on incomedistribution, investment and political
instability. I notice that by the end of the paper
they use heteroscedasticity-consistent standard errors
with system 2sls. Now, I know that it is impossible to
get robust SE with the -reg3- command.
Does anybody know if there is another way of doing
this? Can I do it "by hand"? (If so, how? Just doing
the 2sls "by hand" with -reg, r-?)
Otherwise, it would be helpful if you could advise me
of other statistical packages that could handle this
issue.
Please send me all your insights for this issue.
Thanks in advance!
Belen
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