Thanks. However, I forgot to mention that my dataset
contains over 1 million individuals, hence areg is not
feasible...
---- Original message ----
>Date: Thu, 7 Jul 2005 22:21:38 +0100 (BST)
>From: "Clive Nicholas" <[email protected]>
>Subject: Re: st: fixed effects with clustered standard
errors
>To: [email protected]
>
>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 |http://www.ncl.ac.uk/geps
>
>Whereever you go and whatever you do, just remember this.
No matter how
>many like you, admire you, love you or adore you, the
number of people
>turning up to your funeral will be largely determined by
local weather
>conditions.
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
--
Mario Macis
PhD Program
Department of Economics
University of Chicago
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
