Hi,
I am using Clustered Standard Errors for a fixed effects regression.
I know that they control for serial correlation within clusters, and the same for heteroskedasticty. Is this the same for normality as well?
Thank you.
I am using Clustered Standard Errors for a fixed effects regression.
I know that they control for serial correlation within clusters, and the same for heteroskedasticty. Is this the same for normality as well?
Thank you.
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