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st: xtabond and cluster


From   "Ma, Yu-Luen" <yma@ilstu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond and cluster
Date   Mon, 15 Mar 2010 16:25:29 -0500

Hi, I have a panel data and I use xtabond because my model includes the lagged dependent variable. My question is: am I able to cluster my standard errors by subject using xtabond? If not, what is my alternative? 
 
I also have a question about creating dummy variables. I used the following command for creating subject dummy variables:
 

cap company_number  distid, gen(id_)

But when I include id_* in the variable list, I received an error message suggesting "variable id_* not found". Can anyone assist?

Thank you very much.

Yuluen

 

 


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