Hello, this is my first time using Statalist, so I apologise in advance for any mistakes.
I was wondering if I should use clustered standard errors when running a logistic regression on panel data (with fixed effects). I don't see any examples of people doing this elsewhere on Statalist. However, if it were linear regression, I would have to cluster my standard errors with this panel data.
I am using the British Election Study panel data. Each individual responds to one or more waves of the survey, which are the time variable. I am asking whether various attitudes affect the likelihood that individuals will vote for the Labour Party. My code (with clustered standard errors) is as follows:
clogit notVoteLab immigLibLab econWorse i.education i.partner i.religion i.wave, group(id) vce(cluster id)
Meanwhile, without clustered SEs, I would use this code:
xtlogit notVoteLab immigLibLab econWorse i.education i.partner i.religion i.wave, fe
Additionally, I'm wondering if it makes sense to introduce wave (i.e. time variable) fixed effects?
Thank you for any help and let me know if I need to provide more or different information.
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