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st: xtreg, re with cluster option
I have to run a panel data regression with random effects of individual
wages on a set of explicative variables which include a macro variable (the
Note that I use Stata8.
I'm facing the problem of the different level of aggregation of individual
wages and aggregate unemployment rate. With a pooled regression I'm aware
that I can use the "cluster" option: e.g. cluster(year). Unfortunately this
option is not availble for xtreg in Stata8.
Has anyone ever faced this problem? Do you have any suggestions on how to
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