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Re: st: Non-nested clusters

From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Non-nested clusters
Date   Sun, 27 Sep 2009 08:26:16 -0400

Bert Jung <[email protected]>:
You should use vce(cluster state) rather than
egen g=group(state year)
reg y x, vce(cluster g)
assuming you have 51 or so clusters with the first method.

On Sun, Sep 27, 2009 at 12:15 AM, Bert Jung <[email protected]> wrote:
> Dear Statalisters,
> I have a repeated cross-section of individuals in states (2 time
> periods) and want to run a difference in difference with state-year
> clusters.  Since these cluster variables are not nested, how can I
> include this in -vce(cluster XX)-?
> Cheers,
> Bert

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