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I've been using a command while I was working at the
xtreg y x, fe cl(cluster) nonest
but I've found that nonest does not work on my home
computer, even though I have the same version of STATA
(9 SE). I've tried looking through the ado files and
doing SSC install nonest--neither worked. Does anyone
know where the nonest option comes from?
(The nonest option makes it so that I can cluster the
standard errors across panels)
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