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st: clustering necessary for xtreg, fe i(id)?
I have an individual-level panel dataset and am estimating a fixed
effects model using -xtreg-. I had been operating off an assumption
- which I thought was correct but now think is incorrect - that -
xtreg, fe i(id)- would automatically adjust for correlation between
the individual errors. But this is incorrect, no? I should include
the cluster(id) syntax if I want to correct for this problem, right?
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