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Re: st: error while doing IV


From   Rafal Raciborski <rraciborski@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: error while doing IV
Date   Tue, 28 Sep 2010 13:26:26 -0500

Christopher Baum <kit.baum@bc.edu> asked:

> Are you saying that -ivregress- will be fixed so that
>
> ivregress 2sls mpg weight foreign, cluster(manufacturer)
>
> works properly (identifying 23 clusters) when applied to manual dataset auto7?

Yes.

All Stata commands that accept -cluster(clustvar)- or -vce(cluster clustvar)-
should handle numeric and string 'clustvar'.  For the time being the workaround
for -ivregress- with a string 'clustvar' is to generate a numeric counterpart
via -egen ..., group()- or -encode-.

--Rafal
rraciborski@stata.com
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