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st: random effects with clustered s.e.


From   Shuaizhang Feng <fengsz@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: random effects with clustered s.e.
Date   Mon, 16 Nov 2009 18:04:16 -0800 (PST)

Hi all:

I find that stata 11 allows vce(cluster clustvar) option in xtreg, re models. Has anyone used this before? Does it make sense to cluster s.e. with random effects model? What is the difference with OLS with clustering? 

Thank you in advance for any thoughts.

Shuaizhang


      
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