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st: GMM IV with two Cluster Variables?


From   Christian Weiss <christian.weiss@nightberry.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: GMM IV with two Cluster Variables?
Date   Sat, 6 Jun 2009 18:12:20 +0200

Dear Statalisters,

ivregress in combination with GMM offers the opportunity defining a
cluster variabel by the option wmatrix(cluster Clustvar).

Unfortunately, I would like to use two cluster-variables, namely
country AND industry.

Is there any workaround using ivregress GMM IV with two cluster variables?

Best regards
Christian
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