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st: Clustered errors with fixed effects in Stata 8


From   Steve Shewfelt <steven.shewfelt@yale.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Clustered errors with fixed effects in Stata 8
Date   Wed, 05 Mar 2008 17:36:21 -0500

Hello,

I'm working with a cross-sectional dataset in which observations (households) are clustered at the village level. I have OLS and Logit models. I would like to use fixed effects and robust clustered standard errors, but the options available seem to allow for either of the two but not both (robust and cluster are available with regress and logit, but not with xtreg or xtlogit).

Also, I am doing some IV models (ivreg and ivprob). The former allows for robust clustered errors, but the latter doesn't.

I'm using Stata 8. Does anyone know of an ado file I can download that makes it possible to do what I want to do?

Thank you in advance,

Steve Shewfelt
PhD candidate in Political Science
Yale University
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