Hi,
Just wondering if anyone is working on an answer to my above question? Or should I give more information?
Thanks,
Cassie
Search found 2 matches
- Mon May 05, 2014 3:55 pm
- Forum: Estimation
- Topic: 2-way clustered standard errors
- Replies: 5
- Views: 7910
- Thu May 01, 2014 12:46 am
- Forum: Estimation
- Topic: 2-way clustered standard errors
- Replies: 5
- Views: 7910
Re: 2-way clustered standard errors
Hi, I am trying to do something similar and this post has been useful so far. However, instead of calculating 2-way clustered standard errors by firm and by period, I would like to compute 2-way clustered standard errors by industry and by period (my data is based on firms as the original cross-ids)...