--
You can download a Stata program at:
http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/#_jmp0_
This code was used in: “Robust Inference with multi-way clustering” by
Cameron, Gelbach, and Miller (2006, NBER TWP 327) available at:
http://ideas.repec.org/p/nbr/nberte/0327.html#_jmp0_
Other Stata programs that have adapted or extended this approach can
be found on the web page:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm
to accompany a paper:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/standarderror.htm
Good luck
Steve
2009/7/27 <[email protected]>:
> Dear statalists,
>
> I encountered a problem about -cluster- option.
> I want to do -reg-,-logit- and -probit- equation with -cluster- option by two dimensions.
> However, stata only provides -cluster- option by one dimensions.
>
> Could anyone help me?
>
> Thanks a lot!
>
> Sincerely,
> From Rose.
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
