Dear Statalister,
I basically encounter a problem similar to this: https://www.statalist.org/forums/for...try-year-level
However, the solution does not work for me.
Basically, I want to do the following.
xtset ID year
xtreg y x1 x2 x3 x4, fe vce(cluster state)
However I always get 'panels are not nested within clusters', even if I follow the advice in the other thread.
Any insights on what I could do?
Many thanks in advance!
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