Hi All,
I'm trying to cluster my errors by product and by country for my regression (non nested) and from my research, cgmreg seems to be the best way to do this.
However, the only place I can find to get this command is this link: http://faculty.econ.ucdavis.edu/facu...er/statafiles/ and the download of the command appears to be broken.
Does anyone know another way to download cgmreg? I can't find any record of it in stata. Or if not, an alternative way to cluster errors 2 ways?
Thanks