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| From | Ivica Rubil <irubil@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: clustered std errors |
| Date | Wed, 23 May 2012 17:35:48 +0200 |
Dear all,
do I need to take into account clustered errors when running
-ivregress 2sls- or -ivregress gmm- by adding the option -vce(cluster
) even if neither of my explanatory variables vary only on the
cluster level?
Thanks in advance.
Ivica Rubil
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