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| From | Lance Freeman <lf182@columbia.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: robust standard errors using cdsimeq |
| Date | Wed, 10 Nov 2010 14:51:37 -0500 |
I am estimating a simultaneous equation model where the endogenous independent variable is binary. Because ivreg cannot handle endogenous independent variables that are not continuous I am using cdsimeq. This is user created program for estimating instrumental variables with a binary endogenous variable. Cdsimeq does not allow for the estimation of robust standard errors nor does it account for clustering. Can anyone suggest a method for estimating a binary instrument and adjusting the standard errors to account for clustering?
Thanks. Lance * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/