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Re: st: eivreg and cluster

Subject   Re: st: eivreg and cluster
Date   Sun, 24 Feb 2008 15:32:19 +0100

-cme- from SSC allows for clustering. It fits Generalized linear covariate measurement error models, but I am not an expert and you should check if it can be used in lieu of -eivreg-.

At 02.33 22/02/2008 -0500, Allison McKie wrote:
>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.

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