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st: correct VCmatrix of estimates
From
Fabio Zona <[email protected]>
To
[email protected]
Subject
st: correct VCmatrix of estimates
Date
Sat, 6 Mar 2010 17:33:33 +0100 (CET)
dear statalists
i have a cross-section dataset (1 year) of dyadic data; how can I get a correct variance-covariance matrix of estimates?
I organize data in a matrix; I should cluster for both row and column simultaneously.....
eg.: (for firms a, b and c, number 1 indicate if the two firms have something in common):
a b c
a 1 0
b 1 1
c 0 1
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