Allison McKie <[email protected]> :
-evireg- allows -bootstrap- which allows clustering. I have no idea
if the bootstrap is consistent in this case.
sysuse auto, clear
bs: eivreg price weight foreign mpg, r(weight .85 mpg .9)
g manuf=word(make,1)
bs, cl(manuf): eivreg price weight foreign mpg, r(weight .85 mpg .9)
On Thu, Feb 21, 2008 at 10:07 AM, Allison McKie
<[email protected]> wrote:
> Dear Statalist,
>
> The eivreg command does not allow a cluster option. Does anyone know a
> statistically valid way to simultaneously (1) estimate regression
> coefficients that use reliability to account for measurement error as eivreg
> does and (2) obtain standard errors that adjust for clustering?
>
> Thanks in advance for any help you can provide.
>
> Regards,
> Allison
>
*
* 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/
