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st: re: why option robust and cluster doesn't work


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: why option robust and cluster doesn't work
Date   Wed, 24 Oct 2007 13:18:40 -0400

Alejandro said
But if you use xtreg, fe the vce() option doesn´t allow
cluster so that still doesn´t answer why cluster after
xtreg, fe was allowed in Stata 9 but not in Stata 10.

You can use xtivreg2 (ssc desc xtivreg2) to apply the cluster option to an xtreg, fe model in version 9.2 or 10. You need not have any instrumental variables.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html



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