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AW: st: Clustering Standard Errors.


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   AW: st: Clustering Standard Errors.
Date   Tue, 15 Jun 2010 17:03:22 +0200

<> 

"One can time-demean the data by using the 'center' command as well."


-center- is from ssc by Ben Jann, one may add.


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von natasha agarwal
Gesendet: Dienstag, 15. Juni 2010 15:50
An: [email protected]
Betreff: Re: st: Clustering Standard Errors.

Hi Mark,

Thanks very much. I thought that this could be proceeded this way but
was not 100 percent confident.

One can time-demean the data by using the 'center' command as well.

Following from what you just mentioned about adjusting the SEs for the
loss of degrees of freedom, is there a paper or so where I can learn
how to do the same as for some of my estimation I do transform the
data by hand but was not aware of this?

Thanks
Natahsa
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