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Re: Re: st: a user-written program for clustering SE on more than one clustering variable?
From
"Ariel Linden, DrPH" <[email protected]>
To
<[email protected]>
Subject
Re: Re: st: a user-written program for clustering SE on more than one clustering variable?
Date
Fri, 9 Aug 2013 17:36:56 -0400
Actually, I finally found it. The program is called -cgmreg- and is found at
http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/
The approach is discussed in a series of working papers that resulting in
the final journal article:
Colin Cameron, Jonah Gelbach, and Douglas L Miller, "Robust Inference with
Multi-way Clustering", Journal of Business and Economic Statistics, 2011.
Thanks
Ariel
Re: st: a user-written program for clustering SE on more than one clustering
variable?