st: xthtaylor using vce(bootstrap, cluster(month)) when calculating SE

["M.M. Kramer" <M.M.Kramer@rug.nl>]

Dear Statalist Users,

A reviewer asked me make sure to control for cross-sectional dependence 
in my data an apply a bootstrap technique. Therefore, I use 
-vce(bootstrap, reps(250) seed(1))- after -xthtaylor-.

Another reviewer asked to additionally apply the cluster option in the 
bootstrap command.  However, when I use -vce(bootstrap, cluster(month) 
reps(250) seed(1))- after -xthtaylor- Stata replies "option cluster() 
not allowed". Apperently this option cannot be executed when using 
Hausman-Taylor estimation.

My question is if it possible with the -xthtaylor- command to use 
clustered standard errors when bootstrapping and if it would make sense?

Thanks,
Marc
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