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st: two way clustering via ivreg2
From
Arka Roy Chaudhuri <[email protected]>
To
[email protected]
Subject
st: two way clustering via ivreg2
Date
Fri, 15 Oct 2010 21:06:15 -0700
Hi,
I need to implement two-way clustering in my work. I run OLS
regressions so I thought the ado file cgmreg.ado might help. But the
link at http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
containing cgmreg.ado does not work. I was wondering if ivreg2 can be
used to implement twoway clustering in OLS regressions.If ivreg can
indeed do so can anybody please help me with the relevant command in
ivreg2?I have Stata11. Thanks
Regards,
Arka
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