Is there a way to manually cluster standard errors?
I am using the user written command
the selmlog13 command however allows me to bootstrap the standard errors not to cluster them.
I am wondering if it is possible for me to cluster my standard errors manually?
I am using the user written command
selmlog13 which estimates linear regression models on a selected subset of observations, where selectivity is modelled as a multinomial logit.
I am wondering if it is possible for me to cluster my standard errors manually?
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