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  • robust standard errors by two-way cluster-robust

    I want to calculate a two way cluster by robust standard error of a regression on stata
    I need the code for both the robust standard error and two way cluster

  • #2
    Code:
    ssc install reghdfe
    Code:
    sysuse auto, clear
    reghdfe mpg price headroom trunk, noabsorb cluster(weight length)

    Comment


    • #3
      Originally posted by Andrew Musau View Post
      Code:
      ssc install reghdfe
      Code:
      sysuse auto, clear
      reghdfe mpg price headroom trunk, noabsorb cluster(weight length)
      thank u!

      Comment

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