<>
This one takes only one variable, but could you not combine the two vars
via -egen, group()-?
HTH
Martin
_______________________
----- Original Message -----
From: "Christian Weiss" <[email protected]>
To: <[email protected]>
Sent: Saturday, June 06, 2009 6:12 PM
Subject: st: GMM IV with two Cluster Variables?
Dear Statalisters,
ivregress in combination with GMM offers the opportunity defining a
cluster variabel by the option wmatrix(cluster Clustvar).
Unfortunately, I would like to use two cluster-variables, namely
country AND industry.
Is there any workaround using ivregress GMM IV with two cluster variables?
Best regards
Christian
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