Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Clustering Standard Errors.
From
Nils Braakmann <[email protected]>
To
[email protected]
Subject
Re: st: Clustering Standard Errors.
Date
Mon, 14 Jun 2010 21:19:08 +0200
Hi Natasha,
I guess the two approaches should give identical results (although I'm
not sure how two-way clustering is implemented in e.g. xtivreg2). The
-egen ... group()- approach essentially creates all possible
combinations of (in your case) industry and region and clusters on
that. In my understanding, two way clustering should do the same.
Best,
Nils
On Mon, Jun 14, 2010 at 4:50 PM, natasha agarwal
<[email protected]> wrote:
> Thanks Nils.
>
> How would you know whether you need to do two-way clustering or
> generate a cluster variable?
>
> Thanks
> Natasha
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/