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Re: Re: st: a user-written program for clustering SE on more than one clustering variable?


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: Re: st: a user-written program for clustering SE on more than one clustering variable?
Date   Sat, 10 Aug 2013 14:18:47 +0100

Ariel did give a link. You need to use a browser or to use Stata like this

cd c:\ado\plus\c
copy http://gelbach.law.yale.edu/~gelbach/ado/cgmreg.ado cgmreg.ado

Here c:\ado\plus\c may or may not the appropriate directory for you. But

adopath

will tell you what PLUS is for you: then use a subdirectory for files
whose names begin with "c".

The -ssc- command will only work to install packages from the SSC
archive. It is not a general purpose command to install any
user-written packages whatsoever. That is documented in both help and
manuals.

Nick
[email protected]


On 10 August 2013 10:34, Nahla Betelmal <[email protected]> wrote:

> Hi Ariel, I am looking for the same thing, however I could not ssc
> install cgmreg or even find it. Do you know how to get it? I am using
> Stata 12.
>
> ssc install: "cgmreg" not found at SSC, type -findit cgmreg-
> r(601)
>
> I also found this link, but could not install the commands as well.
> https://webspace.utexas.edu/jc2279/www/data.html
>
> Thank you in advance, and please pardon my ignorance.

On 9 August 2013 22:36, Ariel Linden, DrPH <[email protected]> wrote:

>> Actually, I finally found it. The program is called -cgmreg- and is found at
>> http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
>>
>> The approach is discussed in a series of working papers that resulting in
>> the final journal article:
>>
>> Colin Cameron, Jonah Gelbach, and Douglas L Miller, "Robust Inference with
>> Multi-way Clustering", Journal of Business and Economic Statistics, 2011.
>>
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