I am trying to run suest for two regressions estimated with Driscoll-Kraay standard errors using the command xtscc as follows
as follows
xtscc y x est store REG1 xtscc z u est store REG2 suest REG1 REG2 I am trying to run suest for two regressions estimated with Driscoll-Kraay standard errors using the command xtscc as follows
xtscc y x est store REG1 xtscc z u est store REG2 suest REG1 REG2
Stata is returning error (r322): REG1 was estimated with a nonstandard vce (Drisc/Kraay) Is there a way to allow Stata to run SUEST with Drisc/Kraay errors