Dear Statalisters,
I am running a pooled OLS on about 700 firms per year over a period of five years. As I found autocorrelation with xtserial, I would like to adjust for this. One approach seems to be: regress... ...,robust cluster(firm). However, as I expect the firms to mutually influence themselves, I would like to cluster for years as well. the cluster2 command is supposed to address this issue.
However, when I download cluster2 from Mitchell A. Petersen's homepage http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm and want to open the file with stata, stata tells me that this ado file is no stata file.
findit cluster2 also gives no results. Does anybody know the correct web-address or from which package I could download the data? (ssc install and net install don't have it, either)
Best,
Tobi
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