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st: Fixed effects model with two-way clustering
From
Alejandro Donado <[email protected]>
To
[email protected]
Subject
st: Fixed effects model with two-way clustering
Date
Fri, 18 May 2012 11:23:12 +0200
Dear Statalisters:
I am using the xtivreg2 command to try to estimate a fixed effects
model with two-way clustering. The regression is:
xtivreg2 y x1 x2 x3 ,fe cluster(individualid industryid)
But unfortunately Stata11 is not able to estimate the model and gives
the following message:
cluster(): too many variables specified
r(103);
Do you have any idea what I might be doing wrong or what the problem might be?
Thank you very much in advance for your help.
Best,
Alejandro
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