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st: ivreg with clustering

From   "Scott Imberman" <[email protected]>
To   <[email protected]>
Subject   st: ivreg with clustering
Date   Mon, 02 May 2005 13:06:19 -0400

Hello all.  I have a question regarding the ivreg command in stata 8. 
I'm trying to do an iv regression with robust standard errors and
clustering.  I noticed that when you use the cluster option in ivreg,
Stata only clusters the standard errors in the second stage and leaves
the first stage without clustering.  Is there some way to get stata to
cluster in the first stage as well?  Thanks.

Scott Imberman

Scott Andrew Imberman

Department of Economics
3105 Tydings Hall, University of Maryland
College Park, MD 20742
Voice: (301) 405-4534
Fax: (301) 405-3542

[email protected]

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