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| From | owner-statalist@hsphsun2.harvard.edu |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: From: Mooncake Makiroll <mooncake.makiroll@gmail.com> |
| Date | Fri, 23 Dec 2011 20:34:19 -0600 |
I have two equations with the same independent variables but different dependent variables. I am using SUR to estimate them. Both equations contain firm fixed effects and year fixed effects, and I need the standard errors to be clustered by BOTH firm and year. I am aware SUREG or SUEST can give me estimation with two seemingly unrelated equations.But I wonder what will be the code to estimate each equation with firm fixed effect (I have several thousand of firms) and cluster BOTH firm and year. Thanks, MM * * 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/