#delimit ; clear ; /* generate data */ set obs 100 ; gen x = invnorm(uniform()) ; gen y = 2 * x + invnorm(uniform()) ; gen clu_id_1 = floor((_n-1) / 10) + 1 ; gen clu_id_2 = _n - ((clu_id_1-1) * 10) ; /* estimate model */ cgmreg y x , cluster(clu_id_1 clu_id_2) ;