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Re: st: Re: two-way clustering via ivreg2
From
Arka Roy Chaudhuri <[email protected]>
To
[email protected]
Subject
Re: st: Re: two-way clustering via ivreg2
Date
Sat, 16 Oct 2010 17:49:20 -0700
Thanks a lot for the help.
Arka
On Sat, Oct 16, 2010 at 4:05 AM, Christopher Baum <[email protected]> wrote:
> <>
> On Oct 16, 2010, at 2:33 AM, Arka wrote:
>
>> 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.
>
> webuse grunfeld, clear
> ivreg2 invest mvalue kstock, clu(company time)
>
> Kit
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
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