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st: GMM IV with two Cluster Variables?
From
Christian Weiss <[email protected]>
To
[email protected]
Subject
st: GMM IV with two Cluster Variables?
Date
Sat, 6 Jun 2009 18:12:20 +0200
Dear Statalisters,
ivregress in combination with GMM offers the opportunity defining a
cluster variabel by the option wmatrix(cluster Clustvar).
Unfortunately, I would like to use two cluster-variables, namely
country AND industry.
Is there any workaround using ivregress GMM IV with two cluster variables?
Best regards
Christian
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