Hello all!
I have a panel dataset at the country year age-group level. I want to estimate the relationship between income (Y) and years of education (E). For this end, I'm running
My doubt is if there would be a difference if I instead cluster for the interaction between country and age-group
The SE of both result are the same so I'm not sure if I'm trying to estimate different things.
Thanks
I have a panel dataset at the country year age-group level. I want to estimate the relationship between income (Y) and years of education (E). For this end, I'm running
Code:
reg Y E, vce(cluster country age-group)
Code:
reg Y E, vce(cluster interaction)
Thanks