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st: Re: two-way clustering via ivreg2

From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Re: two-way clustering via ivreg2
Date   Sat, 16 Oct 2010 07:05:57 -0400

On Oct 16, 2010, at 2:33 AM, Arka wrote:

> 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. 

webuse grunfeld, clear
ivreg2 invest mvalue kstock, clu(company time)


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

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