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st: Re: two-way clustering via ivreg2
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
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
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