Two Way Clustering Stata. 2 Multi-way clustering extension see Cameron Gelbach and Miller 2006. Pepper 2002 provides an example.
How Can I Understand A 3 Way Continuous Interaction Stata 12 Stata Faq Continuity Understanding Interactive from www.pinterest.com
If you download some command that allows you to cluster on two non-nested levels and run it using two nested levels and then compare results to just clustering on the outer level youll see the results are the same. When you have. There are two other commands in Stata that allow you more flexibility in doing regression with censored data.
Hausman augmented test from Vinces code and xtoverid after xtivreg.
How should I implement a two-way clustering. Your case is not this one as far as I know. 4 Now we go to Stata. There are also versions of the Stata ado file that estimates logit probit probit2ado or tobit models with clustering on two dimensions.
