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AW: st: Clustering Standard Errors.
From 
 
"Martin Weiss" <[email protected]> 
To 
 
<[email protected]> 
Subject 
 
AW: st: Clustering Standard Errors. 
Date 
 
Tue, 15 Jun 2010 17:03:22 +0200 
<> 
"One can time-demean the data by using the 'center' command as well."
-center- is from ssc by Ben Jann, one may add.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von natasha agarwal
Gesendet: Dienstag, 15. Juni 2010 15:50
An: [email protected]
Betreff: Re: st: Clustering Standard Errors.
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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