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st: eivreg and cluster


From   Allison McKie <AMcKie@Mathematica-Mpr.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: eivreg and cluster
Date   Thu, 21 Feb 2008 10:07:32 -0500

Dear Statalist,

The eivreg command does not allow a cluster option.  Does anyone know a
statistically valid way to simultaneously (1) estimate regression
coefficients that use reliability to account for measurement error as eivreg
does and (2) obtain standard errors that adjust for clustering?

Thanks in advance for any help you can provide.

Regards,
Allison




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