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Re: st: e(sample) after xtivreg2


From   Chris Parker <cparker.phd2007@london.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: e(sample) after xtivreg2
Date   Tue, 12 Apr 2011 14:11:54 +0100

Hi Kit,

Yes, I know it is not calculating any clustering at this point. I was
just convincing myself that I could reproduce the xtivreg2
(unclustered) results using xtreg and bank on the speed improvement.
Sorry for being unclear in my previous email.

Chris

Chris Parker

________________________________

PhD Candidate | Management Science & Operations
London Business School | Regent's Park | London NW1 4SA | United Kingdom
Direct line +44 (0)20 7000 8816 | Email cparker.phd2007@london.edu

On Tue, Apr 12, 2011 at 1:48 PM, Christopher Baum <kit.baum@bc.edu> wrote:
>
> <>
> I wanted to calculate
> the iid errors using xtreg and then use xtivreg2 only to calculate the
> two-way clustered errors.
>
>
> Your example is not calculating clustered errors with either xtreg or xtivreg2. To do that in either routine, use the robust option. To do 2-way clustering in xtivreg2, use the cluster(var1 var2) option.
>
> Mark Schaffer will have to answer the question regarding setting of e(sample). I would think it should omit the singleton groups.
>
> 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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