Monthly Archives: October 2017

Clustered Standard Errors in STATA

In STATA clustered standard errors are obtained by adding the option cluster(variable_name) to your regression, where variable_name specifies the variable that defines the group / cluster in your data. The summary output will return clustered standard errors. Here is the syntax:  regress … Continue reading

Posted in Computing and Others, Econometrics | Tagged , , , | 1 Comment