findit ivreg2
and follow the links.
Cheers,
Mark (ivreg2 co-author)
Quoting Scott Imberman <[email protected]>:
> Hello all. I have a question regarding the ivreg command in stata
> 8.
> I'm trying to do an iv regression with robust standard errors and
> clustering. I noticed that when you use the cluster option in
> ivreg,
> Stata only clusters the standard errors in the second stage and
> leaves
> the first stage without clustering. Is there some way to get stata
> to
> cluster in the first stage as well? Thanks.
>
> Scott Imberman
>
>
> -------------------------------------------------------------------
> Scott Andrew Imberman
>
> Department of Economics
> 3105 Tydings Hall, University of Maryland
> College Park, MD 20742
> Voice: (301) 405-4534
> Fax: (301) 405-3542
>
> [email protected]
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
