Mario,
Actually i Think there is a third option for doing fixed effects you could
download the user written command "center" and then just run reg, cluster
on the demeaned variables.
Alejandro
>
> ----- Original Message -----
> From: "Alejandro Lopez-Feldman" <[email protected]>
> To: "Alejandro Lopez-Feldman" <[email protected]>
> Sent: Friday, July 08, 2005 6:31 PM
> Subject: Fw: Re: st: fixed effects with clustered standard errors
>
>
>>
>> ----- Original Message -----
>> From: "Mario Macis" <[email protected]>
>> To: <[email protected]>
>> Sent: Friday, July 08, 2005 7:21 AM
>> Subject: RE: Re: st: fixed effects with clustered standard errors
>>
>>
>>> Cool! Thanks Alejandro!
>>>
>>> Mario
>>>
>>> ---- Original message ----
>>>>Date: Thu, 7 Jul 2005 16:25:16 -0700 (PDT)
>>>>From: "Alejandro Lopez-Feldman"
>>> <[email protected]>
>>>>Subject: RE: Re: st: fixed effects with clustered standard
>>> errors
>>>>To: [email protected]
>>>>
>>>>Mario,
>>>>
>>>>One option is to buy Stata 9 that allows for cluster after
>>> xtreg, fe. An
>>>>alternative that might also work is to obtain boostrapped
>>> standard errors
>>>>using the cluster option in the bootstrap command.
>>>>
>>>>
>>>>-----------------------------------------
>>>>Alejandro Lopez-Feldman
>>>>Ph.D. Candidate
>>>>Agricultural and Resource Economics
>>>>University of California-Davis
>>>>*
>>>>* For searches and help try:
>>>>* http://www.stata.com/support/faqs/res/findit.html
>>>>* http://www.stata.com/support/statalist/faq
>>>>* http://www.ats.ucla.edu/stat/stata/
>>>
>>> --
>>> Mario Macis
>>> PhD Program
>>> Department of Economics
>>> University of Chicago
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/support/faqs/res/findit.html
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Alejandro Lopez-Feldman
Ph.D. Candidate
Agricultural and Resource Economics
University of California-Davis
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
