Hi,

I am trying to conduct a Jackknife estimation.

The following command is able to be executed, even though the output looks dubious:
Code:
jackknife coef=property_rights: xtpcse tea_opp property_rights lag1_log_gdp_per_capita_ppp_cons unemployment,
pairwise correlation(ar1)
However, with the above command it excludes a single observation at a time.
My interest is not if the findinds hold when excluding individual observations (577) but rather excluding countries (100). So I attempted the following, adding cluster(country):

Code:
jackknife coef=property_rights: xtpcse tea_opp property_rights lag1_log_gdp_per_capita_ppp_cons unemployment,
pairwise correlation(ar1) cluster(country_id)
But i retrieve the following error:
Code:
varlist not allowed
Does anyone know how to exclude specific clusters rather than observations for the specified regression?

//Laurence