[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Clustering and fixed effects
Note that you must specify the fe option on -xtreg- to get a fixed
effects model. See -help areg- for the answer to your question.
On 4/27/06, Yvonne Capstick <firstname.lastname@example.org> wrote:
> If I wish to run firm fixed effects in a panel data regression (firm x
> years), an efficient way of doing this is "xtreg y x, i(firm)".
> An alternative is "qui tab firm, gen dum" and then "reg y x dum*". The first
> method I prefer as I don't see all of the coefficients on the dummy
> variables (which I am not interested in) and so the log files are
> substantially shorter.
> I now wish to cluster standard errors by firm as well (since the FE only
> removes any constant term). However, I cannot seem to use the "cluster"
> command within xtreg: the only thing I can do is "reg y x dum*,
> cluster(firm)". But with this method I see all of the coefficients on the
> dummy variables, which I don't want to. Is there a way of having both
> clustered standard errors and FE without seeing the FE coefficients?
> Thanks, Yvonne
* For searches and help try: