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
Unable to reshape multiply imputed dataHello, I am unable to reshape my data into long format to run a fixed effects model. As can be seen…
osample command teffects IPWRAI am using IPWRA and have tried to use osample to identify the overlap violation but am getting a co…
Exporting of Stata Graphs as .pngI am using Stata/IC 14.2 for Windows (64-bit). I am also using Windows 10 I have a long .do file whe…
Combining observations under specific conditionsDear stata-users, I'm trying to combine observations under some conditions. Specifically, I have di…
Generating a new numeric variable that gives the proportion of a value count and the total count of anotherHello Statalist, I'm working with an integer variable "ind" (for industry) and a 0-1 binary float v…
Subscribe to:
Post Comments (Atom)
0 Response to IV vs OLS standard errors
Post a Comment