Hi,
I am trying to obtain the heteroskedasticity consitent standard errors
(HCSE) after apply 2SLS. I obtain 2SLS through tsls from package sem or
systemfit:
tsls
library (sem)
Reg2SLS <-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
systemfit
libr
Hi,
I am trying to obtain the heteroskedasticity consitent standard errors
(HCSE) after apply 2SLS. I obtain 2SLS through tsls from package sem or
systemfit:
tsls
library (sem)
Reg2SLS <-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
systemfit
library