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st: clustering problem


From   "a.carrozzone@libero.it" <a.carrozzone@libero.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: clustering problem
Date   Tue, 12 Oct 2010 15:39:53 +0200 (CEST)

Dear Statalist,

in a linear model I need to control for clustering. I think there is serial 
correlation within clusters and heteroskedasticity between clusters. 

Is using the option "cluster" appropriate or does it control only for within 
cluster serial correlation?

Thanks a lot,

Andrea
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