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st: xtnbreg and clustering


From   Danny Lee <[email protected]>
To   statalist questions <[email protected]>
Subject   st: xtnbreg and clustering
Date   Tue, 17 Aug 2010 10:34:18 -0700

Hi all,
I have a count panel dataset (by country and by year) which I use xtnbreg for the regression. I want to cluster my standard errors by country but it looks like stata don't have a cluster option for xtnbreg. How should I cluster my errors in this case?

Thanks

Danny 		 	   		  
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