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- Fri Mar 24, 2017 7:30 pm
- Forum: Estimation
- Topic: clustered errors with general weighting
- Replies: 0
- Views: 796
I have set up a repeated cross-section as an unbalanced panel and clustered using the state as cross-section identifier. It clusters correctly. However now I need to add observation specific weights and there seems to be no option for variance weights, as in weighted least squares. Transforming all ...