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!
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