Hello could you please help for the following question?
I am working for company level panel data but would like to test country level too.
First, I set up the panel dataset as follows:
xtset corporate_number year
However, I would like to test the panel specification with country and year.
Then, I use
areg xxx xxx i.year, absorb (country_number) robust
But in this case the standard error would be clustered by company or country?
If you could please help me understand the above question, it would highly be appreciated.
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