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st: whether to include year dummies when standard errors are clustered by year?


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   st: whether to include year dummies when standard errors are clustered by year?
Date   Fri, 31 Jul 2009 17:25:00 +0800

I have posted related content, and sjsamuels gave me some important resource and suggestions.

What doubts me is whether to include year dummies when 
standard errors are clustered by year?

Take one model for example:
y=a0+a1x+a2-a14 year dummies.

If standard errors are clustered by year,
Should I type,
reg y x yeardummies, cluster(year)
or
reg y x ,cluster(year)?

Thank your for any help.


Sincerely,



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