Hi guys,
I am currently using a data panel set and want to do a simple pooled OLS regression. I have included time fixed effects, and now, corresponding with a reference paper, want to create "Robust standard errors, clustered by firm ID". I am quite new to Stata and wonder how I can 1) correctly do a pooled OLS regression, although I might have already found the way to do so myself, but most crucially, which I have issues with, how to create these robust standard errors clustered by firm ID. I am not an expert on econometrics and would appreciate any help with this, thank you so much!
Related Posts with How to create robust standard errors, clustered by firm ID
MHTEXP*Theorem 3.1 Adjusted Values ExtractionHi everyone, I have been trying to create a matrix of List's MHT adjusted p-values that I get after…
How to perform impulse response function (IRF) and forecast error variance decomposition (FEVD) based on panel VECM?Hi all, I am currently working on a panel error correction model (PVECM), and trying to perform IRF…
Help on using coded variables to run the mincer wage equation?Hi, I'm trying to run the mincer wage equation using ols regression with a random effect model. In …
Two-level Logistic Regression with Complex Survey Design - QueryHello, I am relatively new to Stata (and Multilevel Modelling more broadly), and would be grateful …
Counting year and company-wise string observationsHi everyone, I have a dataset of governance data, listing each company's directors and whether they…
Subscribe to:
Post Comments (Atom)
0 Response to How to create robust standard errors, clustered by firm ID
Post a Comment