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Re: Re: st: a user-written program for clustering SE on more than one clustering variable?


From   "Ariel Linden, DrPH" <[email protected]>
To   <[email protected]>
Subject   Re: Re: st: a user-written program for clustering SE on more than one clustering variable?
Date   Fri, 9 Aug 2013 17:36:56 -0400

Actually, I finally found it. The program is called -cgmreg- and is found at
http://www.econ.ucdavis.edu/faculty/dlmiller/statafiles/

The approach is discussed in a series of working papers that resulting in
the final journal article:

Colin Cameron, Jonah Gelbach, and Douglas L Miller, "Robust Inference with
Multi-way Clustering", Journal of Business and Economic Statistics, 2011.

Thanks

Ariel


Re: st: a user-written program for clustering SE on more than one clustering
variable?


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