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st: Downloading all ssc modules


From   Paul Millar <paul.millar@shaw.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Downloading all ssc modules
Date   Thu, 27 Apr 2006 14:45:31 -0600

Does anyone know hot to download all the ssc modules (without typing each one in)?

- Paul Millar

----- Original Message -----
From: Yvonne Capstick <yvonnecapstick@hotmail.com>
Date: Thursday, April 27, 2006 10:42 am
Subject: st: Clustering and fixed effects

> Hi,
> 
> 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
> 
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