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st: xtivreg


From   "Mortal, Sandra C." <[email protected]>
To   <[email protected]>
Subject   st: xtivreg
Date   Fri, 3 Aug 2007 16:25:20 -0500

Hi,
 I would like to use  xtivreg to estimate an instrumental variables
regression with firm level fixed effects.   However, I would also like
to assume that errors are clustered at the firm level.  How can I do
this in Stata?  Am I correct in assuming that Stata does not do it
automatically?  What type of standard errors  does stata report?
 Thanks,
 Sandra


***********************************************
Sandra Mortal
Assistant Professor of Finance
516 Cornell Hall
University of Missouri
Columbia, MO 65211
Office: (573) 884-1684
Fax:    (573) 884-6296 
***********************************************

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