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st: two way clustering via ivreg2

From   Arka Roy Chaudhuri <[email protected]>
To   [email protected]
Subject   st: two way clustering via ivreg2
Date   Fri, 15 Oct 2010 21:06:15 -0700


 I need to implement two-way clustering in my work. I run OLS
regressions so I thought the ado file cgmreg.ado might help. But the
link at
containing cgmreg.ado does not work. I was wondering if ivreg2 can be
used to implement twoway clustering in OLS regressions.If ivreg can
indeed do so can anybody please help me with the relevant command in
ivreg2?I have Stata11. Thanks

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