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  • two-way clustering

    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
    Code:
     reg Y E, vce(cluster country age-group)
    My doubt is if there would be a difference if I instead cluster for the interaction between country and age-group
    Code:
     reg Y E, vce(cluster interaction)
    The SE of both result are the same so I'm not sure if I'm trying to estimate different things.

    Thanks
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