Read in Programming book about -_robust- command.
Complex, but very useful. There is not substitution for
that reading. Rodrigo.
----- Original Message -----
From: "fleur wouterse" <[email protected]>
To: <[email protected]>
Sent: Wednesday, September 27, 2006 9:44 AM
Subject: st: 3sls robust standard errors
Hello,
Does anyone know how to get robust standard errors for
a system of simultaneous equations?
Standard options do not work. Is it possible to get
the required score variable through estimating with
maximum likelihood? Is there an ado.file for such an
estimation?
Your help is greatly appreciated
Fleur
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