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

Yoo, Hong Il

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Authors

Hong Il Yoo



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. (2017). vce2way : a one-stop solution for twoway clustered standard errors

Publication Date Jan 1, 2017
Deposit Date May 31, 2019
Publicly Available Date Mar 29, 2024
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/

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