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st: cluster robust SE options in 2SLS
From
"Shang E. Ha" <[email protected]>
To
[email protected]
Subject
st: cluster robust SE options in 2SLS
Date
Mon, 23 Mar 2009 09:24:05 -0400
Hi,
Can anyone look up the difference between these two standard error options; for
some reason they are producing slightly different standard errors.
ivregress 2sls Y (Z = X), vce(cluster unit)
ivreg Y (Z = X), robust cluster(unit)
Thanks!
Best,
Shang E. Ha
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