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re: st: e(sample) after xtivreg2

From   Christopher Baum <>
To   "" <>
Subject   re: st: e(sample) after xtivreg2
Date   Tue, 12 Apr 2011 08:48:36 -0400

I wanted to calculate
the iid errors using xtreg and then use xtivreg2 only to calculate the
two-way clustered errors.

Your example is not calculating clustered errors with either xtreg or xtivreg2. To do that in either routine, use the robust option. To do 2-way clustering in xtivreg2, use the cluster(var1 var2) option.

Mark Schaffer will have to answer the question regarding setting of e(sample). I would think it should omit the singleton groups.


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

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