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st: Re: st: "cluster(firm)” vs “vce(cluster firm)”

From   Austin Nichols <>
Subject   st: Re: st: "cluster(firm)” vs “vce(cluster firm)”
Date   Mon, 26 Nov 2012 23:01:13 +0100

Julia Ke <>:
There is no difference--you also get the same results from -robust-
options using -xtreg-.
. xtset country
. xtreg y x1 x2 x3 x4 x5 i.year, fe r
See also two-dimensional clustering and other options in SSC package -ivreg2-:

On Mon, Nov 26, 2012 at 10:48 PM, Julia Ke <> wrote:
> Hi Statalist,
> I am working on a panel data analysis whereby I use a country and time fixed effect and cluster by firm (panel).
> My question concerns the clustering. The basic model I am using is of the form
> Xi: regress y x1 x2 x3 x4 x5 i.year
> For the clustering, I am trying to understand the difference between adding “,cluster(firm)” and “vce(cluster firm)”.
> Is there anything else I should pay special attention to?
> Many thanks!
> Julia

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