[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: xtivreg2, error 198
I have an unbalanced panel data set at the individual level and would
like to run fixed-effect models with the dependent variable at the
individual level and an aggregate variable (per region and year) as an
explanatory variable. Further, I would like to instrument the aggregate
variable and adjust the standard errors for possible clustering within
region per year (region*year). Without instrumenting the aggregate
variable, everything works fine with areg and the cluster option.
However, using xtivreg2 with the cluster option for the 2SLS
regressions, I get the following error message: "cluster option not
supported if a panel spans more than one cluster r(198)". Any
suggestions whats wrong and how I can get around this problem?
Many thanks in advance
* For searches and help try: