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Re: st: Re: GMM IV with two Cluster Variables?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: GMM IV with two Cluster Variables?
Date   Sat, 6 Jun 2009 18:23:03 +0200

<>

Actually, that was a knee-jerk reaction, but there are lots of experts on the list for this kind of stuff. I am sticking my neck out even further by saying that you could nest the two levels of the clustering via -xtmixed-...


HTH
Martin
_______________________
----- Original Message ----- From: "Christian Weiss" <christian.weiss@nightberry.de>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 06, 2009 6:19 PM
Subject: Re: st: Re: GMM IV with two Cluster Variables?


Hi Martin,

thank's a lot, I haven't thought about this, but sound's like a good
solution! :)

Chris


On Sat, Jun 6, 2009 at 6:16 PM, Martin Weiss<martin.weiss1@gmx.de> wrote:
<>

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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