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st: re: ivreg2, cluster vs. state fixed effects


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: ivreg2, cluster vs. state fixed effects
Date   Thu, 11 Feb 2010 08:20:34 -0500

<>
Nirina said

I am thinking of clustering the standard errors on state, so am I
right to just run the following?

ivreg2 y (x1=z) x2, cluster (state)

I tried to put under cluster state dummies but  I realized that I can
only put one variable under cluster.


As detailed by Mark Schaffer's post, -ivreg2- from SSC now supports two-way clustering, typically along unit and time dimensions.


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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