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Shang said
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)
They do not if you express both as t-stats:
ivreg price (mpg=headroom trunk), robust cluster(rep78)
ivregress 2sls price (mpg=headroom trunk), vce(cluster rep78) small
ivreg2 price (mpg=headroom trunk), robust cluster(rep78) small
produce identical SEs and t-stats.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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