Hi, I am running an IV-regression and get smaller standard errors than from the OLS-regression (using the same variables and clustered error structure). I would expect the OLS standard errors to be smaller (given the r2 form the first stage being part of the denominator). I am using the 2sls option in Stata regress. How can this be?
Related Posts with IV vs OLS standard errors
Overlay two lowess-functions?Hello, everyone, is there a method to display (overlay) two lowess-functions at the same time in one…
Shaded bar between values of X axis of a line graphHi, I am making a line graph where x axis is the year. I want to highlight/shade the periods betwee…
Using weights with xtheckman | xtheckman's fixed effects equivalentHi, I am using six waves of the PSID to estimate several determinants (particularly wealth) of the …
Export output of levelsofHi Statalists! This will be my first posts, but I have been lurking around this forum for a while l…
Fixed effects probit and logit models with marginal coefficients evaluated at means I have some survey data and a dummy outcome variable. The data includes the region in which each in…
Subscribe to:
Post Comments (Atom)
0 Response to IV vs OLS standard errors
Post a Comment