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Re: st: xtivreg

Subject   Re: st: xtivreg
Date   Sun, 05 Aug 2007 18:22:19 +0200

You can download xtivreg2 (ssc install xtivreg2) and use it with the options fe and cluster
May-be in Stata 10 there is something more (I use version 9.2)

At 02.33 04/08/2007 -0400, "Mortal, Sandra C." wrote:
> 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 
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