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st: Clustering standard errors with Simultaneus regressions.


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Clustering standard errors with Simultaneus regressions.
Date   Tue, 20 Sep 2011 11:10:52 -0400

Dear Statalisters,
I was wondering if anybody can help me with a problem i have encounter.
Currently im running a simultaneous equation model that has the following form:
X= a0+b0*Y+c0*Z
Y=a1+b1*X+c1*Z
where Z is my set of exogenous variables.
This corresponds to information at the State level, but i wanted to
cluster to information at the county level. The problem, however, is
that i havent been able to find reference to include cluster when
using the -reg3- command in stata.
Does anyone know of an alternative for simultaneous equations with
cluster errors?
Thanks in advance.
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