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st: clustering necessary for xtreg, fe i(id)?


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: clustering necessary for xtreg, fe i(id)?
Date   Wed, 3 May 2006 10:53:40 -0400

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?

sc
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