I have added a cluster() option to xtabond2. This lets you override the default clustering by the panel ID. The Windmeijer correction has also been coded to work properly with this change. Note that most of the standard errors and specification tests reported by xtabond2 are consistent only as the number of clusters grows large.
To download, type "ssc install xtabond2, replace" in Stata.
--David
David Roodman
Research Fellow
1776 Massachusetts Avenue NW
Washington, DC 20036
Center for Global Development
Independent Research and Practical Ideas for Global Prosperity
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