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st: robust standard errors using cdsimeq
From
Lance Freeman <[email protected]>
To
[email protected]
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
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