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st: xtivreg

From   "Mortal, Sandra C." <>
To   <>
Subject   st: xtivreg
Date   Fri, 3 Aug 2007 16:25:20 -0500

 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?

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

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