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st: re: ivreg2, cluster vs. state fixed effects

From   Kit Baum <>
Subject   st: re: ivreg2, cluster vs. state fixed effects
Date   Thu, 11 Feb 2010 08:20:34 -0500

Nirina said

I am thinking of clustering the standard errors on state, so am I
right to just run the following?

ivreg2 y (x1=z) x2, cluster (state)

I tried to put under cluster state dummies but  I realized that I can
only put one variable under cluster.

As detailed by Mark Schaffer's post, -ivreg2- from SSC now supports two-way clustering, typically along unit and time dimensions.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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