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st: fixed effects with clustered standard errors


From   Mario Macis <[email protected]>
To   [email protected]
Subject   st: fixed effects with clustered standard errors
Date   Thu, 7 Jul 2005 15:39:46 -0500

Hi,
I am running a fixed effects specification and would like to 
get clustered standard errors. However, the option "cluster" 
is not allowed with xtreg. Is there ant user-created routine 
that allows fixed effects (or first-differences) with 
clustering? Thanks much. Mario 

--
Mario Macis
PhD Program
Department of Economics
University of Chicago
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