Quantcast

Cluster Option in -Xtreg, fe-

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Cluster Option in -Xtreg, fe-

Amin Mohseni
Dear Stata List:

I have a panel data of 51 states over 26 years.

I understand that if I suspect that there is within panel residual
correlation, then I have use the cluster option with -xtreg, fe- to
correct for the correlation factor in my SEs.

I suspect that such a situation might be true for my data. But when I
run Wooldbridge's -xtserial- test after -xtreg, fe- it says that there
is no auto-correlation in my residuals.

Does this mean that I should not use cluster option with -xtreg, fe- ?

many thanks for your help
amin
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Loading...