Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: clustering necessary for xtreg, fe i(id)?


From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   st: clustering necessary for xtreg, fe i(id)?
Date   Wed, 3 May 2006 10:53:40 -0400

I have an individual-level panel dataset and am estimating a fixed effects model using -xtreg-. I had been operating off an assumption - which I thought was correct but now think is incorrect - that - xtreg, fe i(id)- would automatically adjust for correlation between the individual errors. But this is incorrect, no? I should include the cluster(id) syntax if I want to correct for this problem, right?

sc
*
* 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/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index