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| From | natasha agarwal <agarwana2@googlemail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Clustering Standard Errors. |
| Date | Tue, 15 Jun 2010 10:56:58 +0100 |
Dear everyone, Continuing from the discussion on the clustering standard errors for estimation, I tried using the cmreg command given by Camerron et al. (2006). However, as far as I understand from looking into the ado-file that it does not take care of the panel nature of the data. So if you want to apply the n-way clustering in panel, how do you go about doing that as xtivreg2 provides solution for two-way clustering? Thanks Natasha * * 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/