Dear all,
I am not familiar with the command rwolf2 that I need to calculate the Romano-Wolf pvalues.
I need to get the Romano-Wolf pvalues for a fixed effect regression performed using the option vce(cluster var1).
How can I make sure that the same level of clustering is taken into account when using the command rwolf2?
I can't understand which is the corresponding option.
current regression:
reghdfe right_votsh trend var1 var2 var2 ///
, absorb(constituency) vce(cluster constituency)
rwolf2 pvalues:
rwolf2 (reghdfe right_votsh trend var1 var2 var2 ///
, absorb(constituency) ???? )
indepvars(trend var1 var2 var2)
Can anyone help with this issue?
Many thanks!!
I am not familiar with the command rwolf2 that I need to calculate the Romano-Wolf pvalues.
I need to get the Romano-Wolf pvalues for a fixed effect regression performed using the option vce(cluster var1).
How can I make sure that the same level of clustering is taken into account when using the command rwolf2?
I can't understand which is the corresponding option.
current regression:
reghdfe right_votsh trend var1 var2 var2 ///
, absorb(constituency) vce(cluster constituency)
rwolf2 pvalues:
rwolf2 (reghdfe right_votsh trend var1 var2 var2 ///
, absorb(constituency) ???? )
indepvars(trend var1 var2 var2)
Can anyone help with this issue?
Many thanks!!