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st: ivreg2 with cluster and bw option
From
Magnus Helliesen <[email protected]>
To
[email protected]
Subject
st: ivreg2 with cluster and bw option
Date
Sat, 24 Apr 2010 13:36:34 +0200
Does anyone know how to make ivreg2 work with both cluster(t) and bw
(#) option?
I have tried the dataset and command provided in the ivreg2 help
file, but it returns an error:
webuse grunfeld
tsset
panel variable: company (strongly balanced)
time variable: year, 1935 to 1954
delta: 1 year
ivreg2 invest mvalue kstock, robust cluster(year) bw(1) kernel(tru)
m_omega(): 3301 subscript invalid
s_omega(): - function returned error
<istmt>: - function returned error
r(3301);
Magnus Helliesen
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