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Re: Use of Clusters [message #11505 is a reply to message #11489]

Tue, 03 January 2017 19:01

Reduced-For(u)m
Messages: 292
Registered: March 2013

Senior Member

If you use Stata, you can just:

egen ClusterX = mean(X), by(cluster)

And then include "ClusterX" as a variable in your regressions.

I'm sure there is very similar code for creating sub-group means in other programs too. And there are some inference (p-value) issues down the road, but if you cluster your regressions at the level of your clustered X, you should be fine. Unless I missed something...

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		Use of Clusters By: Robert on Thu, 29 December 2016 13:33
		Re: Use of Clusters By: Reduced-For(u)m on Tue, 03 January 2017 19:01

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