Re: Re: st: a user-written program for clustering SE on more than one clustering variable?

[Nahla Betelmal <nahlaib@gmail.com>]

Hi Ariel, I am looking for the same thing, however I could not ssc
install cgmreg or even find it. Do you know how to get it? I am using
Stata 12.

ssc install: "cgmreg" not found at SSC, type -findit cgmreg-
r(601)

I also found this link, but could not install the commands as well.
https://webspace.utexas.edu/jc2279/www/data.html

Thank you in advance, and please pardon my ignorance.

Regards
Nahla Betelmal

On 9 August 2013 22:36, Ariel Linden, DrPH <ariel.linden@gmail.com> wrote:
> Actually, I finally found it. The program is called -cgmreg- and is found at
> http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
>
> The approach is discussed in a series of working papers that resulting in
> the final journal article:
>
> Colin Cameron, Jonah Gelbach, and Douglas L Miller, "Robust Inference with
> Multi-way Clustering", Journal of Business and Economic Statistics, 2011.
>
> Thanks
>
> Ariel
>
>
> Re: st: a user-written program for clustering SE on more than one clustering
> variable?
> From      Stas Kolenikov <skolenik@gmail.com>
> To        "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Subject           Re: st: a user-written program for clustering SE on more
> than one clustering variable?
> Date      Fri, 9 Aug 2013 13:36:19 -0500
>
> ivreg2?
>
> -- Stas Kolenikov, PhD, PStat (ASA, SSC)
> -- Senior Survey Statistician, Abt SRBI
> -- Opinions stated in this email are mine only, and do not reflect the
> position of my employer
> -- http://stas.kolenikov.name
>
>
>
> On Fri, Aug 9, 2013 at 8:51 AM, Ariel Linden, DrPH
> <ariel.linden@gmail.com> wrote:
>> Hi All,
>>
>> I vaguely remember downloading a user-written program several years ago
> that
>> estimates clustered std errors on more than one clustering variable
> (without
>> going to a multi-level modeling approach). In any case, I can't remember
>> what the command is.
>>
>> If anyone knows what I am talking about, I'd be very grateful!
>>
>> Thanks
>>
>> Ariel
>
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