Good Morning,
Am struggling to use Zelig to generate heteroskedasticity-consistent standard errors using
the 2SLS model function. Any quick remedies? Code that I am presently using:
fml <- list(mu1 = Y ~ X + as.factor(Q) +A + B + C, mu2 = X ~ Z + as.factor(Q) +A + B +
C, “inst” = ~ Z + as.factor(Q) +A + B + C)
z.out<-zelig(formula=fml, model="twosls", data=x)
summary(z.out).
Thanks very much in advance for any hints!
Very best,
Andrew
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