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st: difference between robust and cluster option
From
"Jing Zhou" <[email protected]>
To
<[email protected]>
Subject
st: difference between robust and cluster option
Date
Fri, 16 Jul 2010 11:33:47 +1000
To control for the heteroskedasticity and serial correlation in FE and RE models, do I need to add only "robust" or both "robust"and "cluster" option in the corresponding command? And after this remedy, is it unnecessary to worry about the two problems?
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