st: xtivreg2, error 198

[Simon L�chinger <sluechinger@iew.unizh.ch>]

Dear all,

I have an unbalanced panel data set at the individual level and would 
like to run fixed-effect models with the dependent variable at the 
individual level and an aggregate variable (per region and year) as an 
explanatory variable. Further, I would like to instrument the aggregate 
variable and adjust the standard errors for possible clustering within 
region per year (region*year). Without instrumenting the aggregate 
variable, everything works fine with areg and the cluster option. 
However, using xtivreg2 with the cluster option for the 2SLS 
regressions, I get the following error message: "cluster option not 
supported if a panel spans more than one cluster r(198)". Any 
suggestions whats wrong and how I can get around this problem?

Many thanks in advance

Simon

*
*   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/