Dear all,

I'm running an IV regression with clustered SE. Since my outcome variable is a cell mean, I'd like to compute its sampling variance in order to obtain the goodness of fit statistic as follows:

GOF = sum(ê_a^2/V_a)

Which following a chi-squared distribution with N-k degrees of freedom. Although Stata automatically shows in a normal ivreg set up, it doesn't when using clustered SE's.

Thanks in advance.

Best,
Locks