st: Test for cluster-robust SEs?

[John Antonakis <john.antonakis@unil.ch>]

This question is reflecting my ignorance on this topic; however, is 
there a test to ascertain whether cluster-robust SEs is the most 
appropriate vce in the context of an OLS or random-effects model?  For 
instance, we have tests for heteroskedasticity (hettest, imtest), but I 
don't know anything about tests for clustering.

Thank you.
John.

--
____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
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CH-1015 Lausanne-Dorigny
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Personal page:
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