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st: correct VCmatrix of festimates


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: correct VCmatrix of festimates
Date   Sat, 6 Mar 2010 16:34:39 +0100 (CET)

dear statalists

i have a cross-section dataset (1 year) of dyadic data; how can I get a correct variance-covariance matrix of estimates?

I organize data in a matrix; I should cluster for both row and column  simultaneously.....
eg.: (for firms a, b and c, number 1 indicate if the two firms have something in common):

  a  b  c
a    1  0
b 1     1
c 0  1


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