Dear all:
I am working with panel data (countries years) and I was running fixed
effect estimations using alternatively the robust option and cluster
option in Stata 10. To my surprise I have obtained the same standard
errors in both cases. So the question is: is this possible? In theory
they must be different. Additionally, I remember doing the same
exercise (though using other data set) with stata 9 and at that
moment, the SE for the alternative options were different. Maybe I am
doing something wrong!
In particular I am running the following codes:
xtreg depvar regressors year_dummies , fe vce(cluster country)
xtreg depvar regressors year_dummies , fe vce(robust)
where the database was previously defined as the panel:
tsset country year, yearly
Many Thanks
Carolina
Note: the options "robust" and "cluster(country)" give the same result!
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