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  • TEST-Using stcrreg with cluster robust standard error and iweights - is this a valid approach?

    Dear all,

    OSX, Stata MP 14.1

    stcox does not allow cluster robust standard error and iweights. I am not sure whether this is because it is a fundamentally unsound mathematical approach, or whether is simply computationally unfeasible.

    stcrreg does allow this combination, if specified. Is this a valid approach, and should I specify it if allowed?

    Thanks,

    Mark
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