st: xtivreg2, xtreg , panels are not nested within clusters

["Haizhen Lin" <gracelhz@gmail.com>]

Dear members,

My unit is market-year and I want to cluster at state-year level. I
tired to use xtreg, cluster at state-year level, it provides error
"panels are not nested within clusters". What does the error mean?  It
seems that I can fix it by using nonest, right?

Now for xtivreg2, again cluster at state-year level, the same problem
came out (panels are not nested within clusters) and i do not know how
to fix it. Any suggestion?

Thanks a lot,

Haizhen
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