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re: st: e(sample) after xtivreg2
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: st: e(sample) after xtivreg2
Date
Tue, 12 Apr 2011 08:48:36 -0400
<>
I wanted to calculate
the iid errors using xtreg and then use xtivreg2 only to calculate the
two-way clustered errors.
Your example is not calculating clustered errors with either xtreg or xtivreg2. To do that in either routine, use the robust option. To do 2-way clustering in xtivreg2, use the cluster(var1 var2) option.
Mark Schaffer will have to answer the question regarding setting of e(sample). I would think it should omit the singleton groups.
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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