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Re: st: fixed effects with clustered standard errors

From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: fixed effects with clustered standard errors
Date   Thu, 7 Jul 2005 22:21:38 +0100 (BST)

Mario Macis wrote:

> I am running a fixed effects specification and would like to
> get clustered standard errors. However, the option "cluster"
> is not allowed with xtreg. Is there ant user-created routine
> that allows fixed effects (or first-differences) with
> clustering? Thanks much. Mario

. whelp areg

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |

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