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  • Comparing fixed effects to Pooled OLS when using clustered standard errors

    Dear Stata-users,

    The answer to my question seems very trivial to me but I have not been able to find it on the forum. I saw one thread on it but it dates many years back and perhaps there is a solution now. I am using panel-data and I want to compare pooled OLS to fixed effects estimation. However, the F-statistic that can be used to determine whether to use fixed effects estimation or OLS is only available (as far as I know) when using regular standard errors.

    Is there perhaps a solution to this, i.e. a method that I can determine whether I should use fixed effects estimation or Pooled OLS for my estimation, while using clustered errors?

    Please let me know if anything remains unclear.

    Best,
    Floor


  • #2
    Floor:
    I think that : https://www.stata.com/statalist/arch.../msg00201.html
    is still the most helpful contribution to the topic you're interested in
    Kind regards,
    Carlo
    (StataNow 18.5)

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