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
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