BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Clustering SE in an Instrumental Variable (IV) regression yields to negative effects compared to "unclustered" IV regression - How's that?
Clustering SE in an Instrumental Variable (IV) regression yields to negative effects compared to "unclustered" IV regression - How's that?

Hello

today I performed an IV regression with two instruments. Both instruments are indicator variables (dummies). At some point, I felt the need to cluster the SE by individual - and all over sudden- the effects of the instrumented variables changed direction. I thought only Standard errors change.

How can that be?

I try to make a similar example using dataex, but so far I am loosing...

Thank you!

0 Response to Clustering SE in an Instrumental Variable (IV) regression yields to negative effects compared to "unclustered" IV regression - How's that?

0 Response to Clustering SE in an Instrumental Variable (IV) regression yields to negative effects compared to "unclustered" IV regression - How's that?

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