Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: two-way clustering via ivreg2


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: two-way clustering via ivreg2
Date   Sat, 16 Oct 2010 07:05:57 -0400

<>	
On Oct 16, 2010, at 2:33 AM, Arka wrote:

> I need to implement two-way clustering in my work. I run OLS
> regressions so I thought the ado file cgmreg.ado might help. But the
> link at http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
> containing cgmreg.ado does not work. I was wondering if ivreg2 can be
> used to implement twoway clustering in OLS regressions.If ivreg can
> indeed do so can anybody please help me with the relevant command in
> ivreg2?I have Stata11. 

webuse grunfeld, clear
ivreg2 invest mvalue kstock, clu(company time)

Kit

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


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index