Bert Jung <[email protected]>:
You should use vce(cluster state) rather than
egen g=group(state year)
reg y x, vce(cluster g)
assuming you have 51 or so clusters with the first method.
On Sun, Sep 27, 2009 at 12:15 AM, Bert Jung <[email protected]> wrote:
> Dear Statalisters,
>
> I have a repeated cross-section of individuals in states (2 time
> periods) and want to run a difference in difference with state-year
> clusters. Since these cluster variables are not nested, how can I
> include this in -vce(cluster XX)-?
>
> Cheers,
> Bert
*
* 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/
