Re: st: Re: GMM IV with two Cluster Variables?

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Actually, that was a knee-jerk reaction, but there are lots of experts on 
the list for this kind of stuff. I am sticking my neck out even further by 
saying that you could nest the two levels of the clustering via -xtmixed-...


HTH
Martin
_______________________
----- Original Message ----- 
From: "Christian Weiss" <christian.weiss@nightberry.de>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 06, 2009 6:19 PM
Subject: Re: st: Re: GMM IV with two Cluster Variables?


> Hi Martin,
>
> thank's a lot, I haven't thought about this, but sound's like a good
> solution! :)
>
> Chris
>
>
> On Sat, Jun 6, 2009 at 6:16 PM, Martin Weiss<martin.weiss1@gmx.de> wrote:
> > <>
> >
> > This one takes only one variable, but could you not combine the two vars 
> > via
> > -egen, group()-?
> >
> >
> > HTH
> > Martin
> > _______________________
> > ----- Original Message ----- From: "Christian Weiss"
> > <christian.weiss@nightberry.de>
> > To: <statalist@hsphsun2.harvard.edu>
> > 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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