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Re: Clustered Standard Errors [message #22299 is a reply to message #22298] Wed, 24 February 2021 09:42 Go to previous messageGo to previous message
analyst_till is currently offline  analyst_till
Messages: 10
Registered: January 2021
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So actually "group" helps us to distinguish the (different) designs of the surveys, but I would still say that I cluster standard errors at PSU-level/obtain PSU-level robust standard errors?

I guess that this is something I would always have to include.
So when I would like to cluster standard errors at district-level, I first run "egen district_id = group(district survey)" and then "reg y x, cluster(district_ID)"?

Thanks a lot!
 
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