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Whether coefficients of before clustering and after clustering in using reg command is strange?
Whether coefficients of before clustering and after clustering in using reg command is strange?

Hi all,

Today I run a simple reg for a panel dataset with a panel of units and time periods , I control for unit fixed effects and time fixed effects.

Code:

reg y i.unit i.year control_vars

Afterward, I also cluster by unit:

Code:

reg y i.unit i.year control_vars, vce (cluster unit)

What I observe is that the coefficients of control_vars in both regressions are the same, is there anything strange here?

Many thanks and warm regards.

BJ Data Tech Solution

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Whether coefficients of before clustering and after clustering in using reg command is strange?

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