Re: st: Clustering Standard Errors.

[natasha agarwal <agarwana2@googlemail.com>]

Hi Mark,

Thanks very much. I thought that this could be proceeded this way but
was not 100 percent confident.

One can time-demean the data by using the 'center' command as well.

Following from what you just mentioned about adjusting the SEs for the
loss of degrees of freedom, is there a paper or so where I can learn
how to do the same as for some of my estimation I do transform the
data by hand but was not aware of this?

Thanks
Natahsa
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