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st: Re: GMM IV with two Cluster Variables?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: GMM IV with two Cluster Variables?
Date   Sat, 6 Jun 2009 18:16:57 +0200

<>

This one takes only one variable, but could you not combine the two vars via -egen, group()-?


HTH
Martin
_______________________
----- Original Message ----- From: "Christian Weiss" <christian.weiss@nightberry.de>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 06, 2009 6:12 PM
Subject: st: GMM IV with two Cluster Variables?


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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