Hi all,
I am doing a diff- in diff regression model and currently use the xtdidregress command. While the xtreg command allows for the option cluster to cluster the standard error on my randomization unit, the xtdidregress command does not allow any options. Are there workaround to use the xtdidregress command while clustering the standard errors on the unit of randomization to fight autocorrelation? Or is the new xtdidregress command already including clustering based on treatment groups?
Thanks,
Felix
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