Hello,
I'm new to stata and I have a problem. I have data on mortgage lending in USA. My data includes loan characteristics at county level. I created a OLS regression with fixed effects where each group of counties get a dummy variable (I have 181 counties and 54 dummy variables that are county group fixed effects). However, when I run OLS with these county group dummies I also need to use Heteroscedasticity corrected standard errors that allow for clustering within county groups.
Could someone help me to understand how to get these Heteroscedasticity corrected standard errors?
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