Dear all,
Regarding a question raised by Yu-Chu Shen :"I would like to know if there
is a way to generate robust standard error due to clustering in XTIVREG. I
know that XTIVREG will generate the correct standard error assuming that
errors are correlated within group. But the error terms in my case are also
not independent across a broader category (example, group is county but
standard errors are also correlated within state level)." I am facing
completely the same problem. The option of AREG can not work with
instrumental variables whereas XTIVER does not provide cluster option thus
my obtained standards errors are very small. Could you please provide me
with some help regarding this issue.
Thanks you very much for your help
Eva
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