vce2way : a one-stop solution for twoway clustered standard errors

Yoo, Hong Il

Abstract

Using ereturn repost, it is possible to write a simple eclass program which adjusts an existing command's standard errors for two-way clustering. This approach works with any command which allows vce(cluster varname) as an option, and the results are compatible with the command's postestimation tools making use of e(V). A new command vce2way automates this approach. Note: This working paper is not a Stata Journal publication. The associated software component can be downloaded by typing ssc install vce2way at Stata's command prompt.

Citation

Yoo, H. I. vce2way : a one-stop solution for twoway clustered standard errors

• Working Paper Type: Working Paper
• Publication Date: Jan 1, 2017
• Deposit Date: May 31, 2019
• Publicly Available Date: May 31, 2019
• Series Title: Durham University Business School working papers series
• Public URL: https://durham-repository.worktribe.com/output/1169146
• Publisher URL: https://www.dur.ac.uk/business/research/economics/working-papers/