[Limdep Nlogit List] clustered standard errors in panel model

Randy Childs Randy.Childs at mail.wvu.edu
Thu Mar 11 03:21:30 EST 2010


Dear all,
 
I have a panel data set of individual firms for 68 quarters and have run one-way and two-way FEM and REM models. I have been asked to use clustered standard errors. Is there a command that I can add to account for clustered standard errors by county?
 
Thanks,
 
Randy


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