Hello all!
I have a panel data and for my regression I use a Linear Probability Model (LPM). I also employ individual Fixed Effects however I am aware that I can't use robust and fe at the same time just like I would do with random effects. So, how to control for the heteroskedastic nature of the LPM model? should I use xtreg or areg and should I cluster at the id level?
Thanks in advance!
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