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Re: st: hettest with areg command in STATA
Thank you somuch for your reply. I will try this out.
I think the answer is "yes" - you can use at least some of the xt
commands. For example, -xtreg, fe i(cluster)- will estimate exactly
the same model as -areg, absorb(cluster)-.
BTW, I don't recommend using a variable called "cluster" - this is a
Stata command name and also an option name.
Hope this helps.
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