Hello,
I have looked everywhere in the manual, but there does not seem to be an option to compute heteroskedastic robust standard errors when using the spxtregress command. I am wondering what is the best way to obtain clustered standard errors in a panel data spatial model with fixed effects in Stata?
Best wishes,
Meghana
I have looked everywhere in the manual, but there does not seem to be an option to compute heteroskedastic robust standard errors when using the spxtregress command. I am wondering what is the best way to obtain clustered standard errors in a panel data spatial model with fixed effects in Stata?
Best wishes,
Meghana
