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RE: st: RE: two-way clustering advice


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: two-way clustering advice
Date   Thu, 30 Aug 2012 23:58:38 +0100

Dimitriy,

Hard to tell ... can you send me more details off-list?  Maybe the
output of the estimation results with just one-way clustering to start
with, and we can take it from there.  If we manage to sort out the
problem, we can report back to the list.

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Dimitriy V. Masterov
> Sent: 30 August 2012 17:15
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: two-way clustering advice
> 
> Mark,
> 
> I tried the following syntax:
> 
> ivreg2 S12.(lny L1.x) dcid*, cluster(state dateym) partial(dcid*);
> 
> It's been running since your e-mail yesterday without any results on a
pretty
> fast machine.
> 
> Could the time series operators be causing the trouble? I am using
version
> 3.1.04 from 19mar2012.
> 
> DVM
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