You can download xtivreg2 (ssc install xtivreg2) and use it with the options fe and cluster
May-be in Stata 10 there is something more (I use version 9.2)
Nicola
At 02.33 04/08/2007 -0400, "Mortal, Sandra C." wrote:
>Hi,
> I would like to use xtivreg to estimate an instrumental variables
>regression with firm level fixed effects. However, I would also like
>to assume that errors are clustered at the firm level. How can I do
>this in Stata? Am I correct in assuming that Stata does not do it
>automatically? What type of standard errors does stata report?
> Thanks,
> Sandra
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