Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtivreg


From   "Mortal, Sandra C." <mortals@missouri.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg
Date   Fri, 3 Aug 2007 16:25:20 -0500

Hi,
 I would like to use  xtivreg to estimate an instrumental variables
regression with firm level fixed effects.   However, I would also like
to assume that errors are clustered at the firm level.  How can I do
this in Stata?  Am I correct in assuming that Stata does not do it
automatically?  What type of standard errors  does stata report?
 Thanks,
 Sandra


***********************************************
Sandra Mortal
Assistant Professor of Finance
516 Cornell Hall
University of Missouri
Columbia, MO 65211
Office: (573) 884-1684
Fax:    (573) 884-6296 
***********************************************

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index