| ![](/includes/contimages/spacer.gif) |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: xtivreg2 clustering SE's
Justin,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Justin Smith
> Sent: Monday, August 07, 2006 5:14 PM
> To: [email protected]
> Subject: st: xtivreg2 clustering SE's
>
> Hi there:
>
> I'm hoping someone will be able to help me on this issue.
> I'm running a regression with xtivreg2, and I would like the
> standard errors to be both robust and clustered. When I run
> this, I get the following error:
>
> "cluster option not supported if a panel spans more than one cluster"
>
> I'm confused as to why. The reason I'm confused is that when
> I run "areg" (without instrumenting), it is able to compute
> the robust clustered errors even though the clusters span
> more than one panel.
Try the same using -xtreg- intead of -areg-. I am pretty sure that when
the Stata people identified this issue, they updated -xtreg- to provide
a message and some options to deal with it (e.g., -nonest-). -xtreg-
will probably say something similar to -xtivreg2- ... which means it
isn't an -xtivreg2- question any more. :)
Cheers,
Mark
> I'm very confused.
>
> Any help is appreciated,
>
> Justin Smith
> PhD Candidate
> Department of Economics
> McMaster University
> Phone: (905) 962-0353
> E-mail: [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/
>
>
*
* 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/