Statalist


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

Re: st: Non-nested clusters


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Non-nested clusters
Date   Sun, 27 Sep 2009 08:26:16 -0400

Bert Jung <[email protected]>:
You should use vce(cluster state) rather than
egen g=group(state year)
reg y x, vce(cluster g)
assuming you have 51 or so clusters with the first method.


On Sun, Sep 27, 2009 at 12:15 AM, Bert Jung <[email protected]> wrote:
> Dear Statalisters,
>
> I have a repeated cross-section of individuals in states (2 time
> periods) and want to run a difference in difference with state-year
> clusters.  Since these cluster variables are not nested, how can I
> include this in -vce(cluster XX)-?
>
> Cheers,
> Bert

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index