Code:
xtreg y x, fe vce(cluster id)
Things work fine when I use random effects or OLS to estimate the model, so I guess that to cluster the standard error at the group level at least three observations are needed for each group when using within estimator. But why? Or maybe my guess is wrong. Thanks ahead for your explanation.
0 Response to vce(cluster) does not work in fixed effects when there are only two observations per group
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