I have a one wave dataset of 158 firms, is it useful to cluster the standard errors? If so, I want to cluster them in industry. However, I have 35 industry dummies. I have tried to do it like the internet mentioned:
Code:
. regress abschangecarbonintensity firmsize profitability leverage age capitalintensity CAPEX KZindex elektrici > tygenerator Carbonleakage industry10 industry11 industry13 industry16 industry17 industry19 industry20 indust > ry21 industry22 industry23 industry24 industry25 industry28 industry29 industry30 industry35 industry42 indus > try46 industry47 industry49 industry52 industry63 industry70 industry72 industry81 WestFlanders Hainaut Antwe > rp Brussels FlemishBrabant Limbourg Liege Namur WalloonBrabant Luxembourg SME publicfirm, robust cluster in > dustry10 industry11 industry13 industry16 industry17 industry19 industry20 industry21 industry22 industry23 i > ndustry24 industry25 industry28 industry29 industry30 industry35 industry42 industry46 industry47 industry49 > industry52 industry63 industry70 industry72 industry81 option cluster incorrectly specified r(198);
Kind regards,
Timea De Wispelaere
0 Response to clustering robust standard errors in one wave dataset
Post a Comment