Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: how to adjust standard error with -cluster- option by two dimensions?


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to adjust standard error with -cluster- option by two dimensions?
Date   Mon, 27 Jul 2009 08:19:39 -0400

--
You can download a Stata program at:
http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/#_jmp0_

This code was used in: “Robust Inference with multi-way clustering” by
Cameron, Gelbach, and Miller (2006, NBER TWP 327)  available at:
http://ideas.repec.org/p/nbr/nberte/0327.html#_jmp0_

Other Stata programs that have adapted or extended this approach can
be found on the web page:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm

to accompany a paper:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/standarderror.htm

Good luck


Steve

2009/7/27  <gjhxmu@sina.com>:
> Dear statalists,
>
> I encountered a problem about -cluster- option.
> I want to do -reg-,-logit- and -probit- equation with -cluster- option by two dimensions.
> However, stata only provides -cluster- option by one dimensions.
>
> Could anyone help me?
>
> Thanks a lot!
>
> Sincerely,
> From Rose.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index