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st: xtivreg , fe + cluster option


From   "agata maida" <agata.maida@unito.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg , fe + cluster option
Date   Wed, 3 May 2006 10:58:39 +0200 (CEST)

Dear statalister,
I have an unbalanced employer employee dataset.


I'm estimating a wage curve.  I'm  estimating a wage  controlling for 
individual, region ,  time fixed effects,   and  region specific linear
time trends. We use a IV-fixed effects estimator (FE-2SLS) in which the
unemployment
rate is  instrumented with its  first and the second lag


Unfortunately Stata's xtiverg, fe does not incude the cluster option and I
have more instruments than clusters.
In this case s.e. can not be corrected for clustering on region but only
for clustering on individuals, since  so I might face downward biased s.e.
on the elasticity of interest.
Is there any suggestion on how to deal  with this problem?
thenk you in advance.
Agata

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