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re: st: error while doing IV

From   Christopher Baum <>
To   <>
Subject   re: st: error while doing IV
Date   Tue, 28 Sep 2010 12:43:54 -0400

Rafal said

I suspect that 'districtid' is a string variable in which case -ivregress-
incorrectly marks out the estimation sample.  This behavior will be fixed
in the next Stata update.

What exactly are Stata commands supposed to do when string variables are used in the vce(cluster clustvar) option?
In [U] 20, p. 300, the dataset -auto7- is evidently used to run a regression (via -regress-)  using a string variable, manufacturer, as a cluster variable. That works fine. But in -ivregress- it does not. Are you saying that -ivregress- will be fixed so that 

ivregress 2sls mpg weight foreign, cluster(manufacturer)

works properly (identifying 23 clusters) when applied to manual dataset auto7?


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

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