Does anyone know hot to download all the ssc modules (without typing each one in)?
- Paul Millar
----- Original Message -----
From: Yvonne Capstick <[email protected]>
Date: Thursday, April 27, 2006 10:42 am
Subject: st: Clustering and fixed effects
> Hi,
>
> If I wish to run firm fixed effects in a panel data regression
> (firm x
> years), an efficient way of doing this is "xtreg y x, i(firm)".
>
> An alternative is "qui tab firm, gen dum" and then "reg y x dum*".
> The first
> method I prefer as I don't see all of the coefficients on the
> dummy
> variables (which I am not interested in) and so the log files are
> substantially shorter.
>
> I now wish to cluster standard errors by firm as well (since the
> FE only
> removes any constant term). However, I cannot seem to use the
> "cluster"
> command within xtreg: the only thing I can do is "reg y x dum*,
> cluster(firm)". But with this method I see all of the coefficients
> on the
> dummy variables, which I don't want to. Is there a way of having
> both
> clustered standard errors and FE without seeing the FE coefficients?
>
> Thanks, Yvonne
>
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