xtabond2 can now do multi-way clustering: just list clustering variables in a cluster() option. (And "cluster()" implies "robust.")
And there is a svvar option that will save the X, Y, and Z matrices as variables in your data set, so that you could, e.g., perform weak instrument diagnostics via ivreg2.
Type "ssc install xtabond2, replace" in Stata to get the latest version.
--David
And there is a svvar option that will save the X, Y, and Z matrices as variables in your data set, so that you could, e.g., perform weak instrument diagnostics via ivreg2.
Type "ssc install xtabond2, replace" in Stata to get the latest version.
--David
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