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


From   Ana Gabriela Guerrero Serdan <ag_guerreroserdan@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Clustered errors with fixed effects in Stata 8
Date   Wed, 5 Mar 2008 17:24:43 -0800 (PST)

For FE you can include dummies. Here you pick up
unobserved characteristics that do not vary over time.
 For clustering use: cluster (varname) this will pick
up the within correlation.    You can also include
dummies instead of clustering which means that you 
allow for differences in the average level of across
villages in addition to adjusting for the SE
(intra-group and between group correlation). 

see:
http://www.gseis.ucla.edu/courses/ed230bc1/notes3/cluster.html



--- 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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> 


Gaby Guerrero Serdan 

Deparment of Economics
Royal Holloway, University of London
TW20 OEX
Egham, Surrey
England, UK
http://www.rhul.ac.uk/economics/About-Us/postgrads.html

http://ag.guerreroserdan.googlepages.com/gabyguerrero'swebpage.html

http://www.flickr.com/photos/49939890@N00/show/

Tel: +44 7912657259


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