I am trying to apply in stata the cluster command elaborated by
Moulton for regression with a group of variables expressed at a higher
level of aggregation (for instance individual data, with variables
related to regions). I know that his practice is a bit different than
the one applied automatically by stata with the command cluster
(because stata allow also for other kind of correlation). Anyone knows
which is the procedure to calculate the standard errors following
moulton technique?
thank you
alessia
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