Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Do I need to cluster errors?

From   "Jim O'Grady" <>
Subject   st: Do I need to cluster errors?
Date   Thu, 2 Aug 2012 20:41:34 +0100

Some help would be greatly appreciated.

I have a specification in which I'm interested in the effect of a
country level time invariant characteristic (X) on a country level
outcome which is time variant across years (Y).

So each country has the same X in every year.

I'm using year fixed effects and robust standard errors.

Do I need to cluster the errors? And if so do I need to do it by year
or by country.

I know what if I had observations of something within the country all
getting the same country level treatment errors would be correlated
among them and  I would cluster by country. But here the country is
getting the same treatment in different years so not sure what


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index