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| From | María Fernanda Rosales Rueda <maferosales@gmail.com> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: areg cluster se |
| Date | Sat, 3 Mar 2012 19:54:28 -0600 |
Hi Stata users, I have a longitudinal dataset (individual years). I want to estimate a family FE (within siblings ). However, because I have observations at the individual level and my treatment also is at that level I want to cluster the standard errors at the child level. If I use theh xtreg ( xtreg , fe i (familyid) vce(cluster id) ) I get an error message ( panels are not nested within clusters). If I use areg ( areg , abs(family_id) vce(cluster id)), I get estimates. My question is, can I use areg cluster standard errors? or should I make an additional correction because T is fixed in a panel? Thanks for any help Maria * * 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/