Dear all
I have one question regarding robust standard errors with the command regress.
Does it make sense to combine HC2 or HC3 robust standard errors with clusters? I know it is possible to request them with regress using the old syntax
Code:
webuse dui, clear
gen clt=ceil(runiform()*10)
regress citations fines i.taxes i.csize i.college , hc3 cluster(cit)
But with the more up-to-date syntax, requesting HC3 clustered standard errors does not seem possible.
Code:
** Something like this does not work
regress citations fines i.taxes i.csize i.college , vce(cluster clt, hc3)
Thank you in advance
Fernando