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st: nonest


From   Molly Lipscomb <[email protected]>
To   [email protected]
Subject   st: nonest
Date   Tue, 3 Apr 2007 17:03:31 -0700 (PDT)

Hi everyone,

I've been using a command while I was working at the
World Bank,

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)

Thanks,
Molly



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