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st: Clustering Standard Errors versus Dummies.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Clustering Standard Errors versus Dummies.
Date   Thu, 1 Jul 2010 15:30:31 +0100

Dear Everyone,

Can anyone please explain me the difference between clustering the
standard errors and including dummies.

So for example if am estimating an augmented production function on an
unbalanced panel dataset where I observe firms over time and I include
firm specific fixed effects. Can anyone please explain me the need
then to cluster the standard errors at the firm level?

Many thanks.

Natasha
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