RE: st: xtivreg

["Mortal, Sandra C." <mortals@missouri.edu>]

Thanks a lot for the tip.
 Sandra


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
nicola.baldini2@unibo.it
Sent: Sunday, August 05, 2007 11:22 AM
To: statalist@hsphsun2.harvard.edu
Cc: Mortal, Sandra C.
Subject: Re: st: xtivreg

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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