Re: st: Clustering Standard Errors.

[natasha agarwal <agarwana2@googlemail.com>]

Dear everyone,

Continuing from the discussion on the clustering standard errors for
estimation, I tried using the cmreg command given by Camerron et al.
(2006). However, as far as I understand from looking into the ado-file
that it does not take care of the panel nature of the data.

So if you want to apply the n-way clustering in panel, how do you go
about doing that as xtivreg2 provides solution for two-way clustering?

Thanks
Natasha
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