On Mon, Mar 12, 2012 at 5:55 PM, David A. Kim <david_...@hms.harvard.edu> wrote:
> Does anyone happen to know what method cluster() for Stata's xtreg > uses to calculate clustered SEs for panel data, and/or how this could > be implemented equivalently in R? Any help would be much appreciated. The Stata manuals usually say exactly how they compute things (unlike most software). -thomas -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
