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Questions - ivreg

2SLS standard errors with ivreg and plm in R

Could someone please confirm whether ivreg is calculating correct 2SLS standard errors by default or do I still have to manually correct them? I have an instrumental variable Z1 in my regression. libr...
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TFT

r

instruments

plm

standard-error

ivreg

Votes: 0

Answers: 1

Latest Answer

Your assumption about plm and IV models estimated by it are correct. The conventional approach in R is to have the model estimation and the robust standard error estimation split in two different step...
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Helix123

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