Hi Martin,
thank's a lot, I haven't thought about this, but sound's like a good
solution! :)
Chris
On Sat, Jun 6, 2009 at 6:16 PM, Martin Weiss<[email protected]> wrote:
> <>
>
> This one takes only one variable, but could you not combine the two vars via
> -egen, group()-?
>
>
> HTH
> Martin
> _______________________
> ----- Original Message ----- From: "Christian Weiss"
> <[email protected]>
> To: <[email protected]>
> Sent: Saturday, June 06, 2009 6:12 PM
> Subject: st: GMM IV with two Cluster Variables?
>
>
>> 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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>>
>
> *
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