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st: areg cluster se
From
María Fernanda Rosales Rueda <[email protected]>
To
statalist <[email protected]>
Subject
st: areg cluster se
Date
Sat, 3 Mar 2012 19:54:28 -0600
Hi Stata users,
I have a longitudinal dataset (individual years). I want to estimate a
family FE (within siblings ). However, because I have observations at
the individual level and my treatment also is at that level I want to
cluster the standard errors at the child level. If I use theh xtreg (
xtreg , fe i (familyid) vce(cluster id) ) I get an error message (
panels are not nested within clusters). If I use areg ( areg ,
abs(family_id) vce(cluster id)), I get estimates. My question is,
can I use areg cluster standard errors? or should I make an additional
correction because T is fixed in a panel?
Thanks for any help
Maria
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