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Re: st: Clustered errors with fixed effects in Stata 8


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Clustered errors with fixed effects in Stata 8
Date   Wed, 5 Mar 2008 20:26:59 -0500

Steve Shewfelt <steven.shewfelt@yale.edu>:
You can use -areg- instead of -xtreg, fe- and -clogit- instead of
-xtlogit, fe- and you can upgrade to Stata 10 for $155:
http://www.stata.com/order/new/edu/gradplans/gp-campus.html
Note that the only difference between -areg- and -xtreg, fe- is that
-areg- allows weights that vary within panel and in Stata 10 -areg-
has a different df multiplier than -xtreg, fe- when a cluster-robust
VCE is requested.

On Wed, Mar 5, 2008 at 5:36 PM, Steve Shewfelt <steven.shewfelt@yale.edu> wrote:
> 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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