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st: clustered std errors
From
Ivica Rubil <[email protected]>
To
[email protected]
Subject
st: clustered std errors
Date
Thu, 24 May 2012 10:33:52 +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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