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st: areg cluster se


From   María Fernanda Rosales Rueda <maferosales@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: areg cluster se
Date   Sat, 3 Mar 2012 19:54:28 -0600

Hi Stata users,
I have a longitudinal dataset (individual years). I want to estimate a
family FE (within siblings ). However, because I have observations at
the individual level and my treatment also is at that level I want to
cluster the standard errors at the child level. If I use theh xtreg (
xtreg    , fe i (familyid) vce(cluster id) ) I get an error message (
panels are not nested within clusters). If I use areg ( areg ,
abs(family_id)  vce(cluster id)), I get estimates. My question is,
can I use areg cluster standard errors? or should I make an additional
correction because T is fixed in a panel?

Thanks for any help

Maria
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