I am trying to cluster my standart errors (using xtivreg) on a variable that is not nested within a single cluster. After some research, I learned of the "nonest" option for accomplishing this. Nonest (seemed) to work fine with the "xtreg" command. However, in using the "xtivreg" I receive an error "nonest option not allowed". After further research I learned that the documentation on the "nonest" option is sparce at best.
I have learned that I can prefix my command with "Stat 9:" or something to that effect, but I have also learned that the predictions when using the "nonest" option are not always reliable.
Is there a protocol for data manipulation or otherwise when wanting to cluster on a variable that is not nested within a single cluster, i.e., is there anyway to work around the problem I'm having of wanting to cluster on a variable that is not nested within a single cluster?
I have learned that I can prefix my command with "Stat 9:" or something to that effect, but I have also learned that the predictions when using the "nonest" option are not always reliable.
Is there a protocol for data manipulation or otherwise when wanting to cluster on a variable that is not nested within a single cluster, i.e., is there anyway to work around the problem I'm having of wanting to cluster on a variable that is not nested within a single cluster?
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