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  • Cluster standard errors

    Is there a way to manually cluster standard errors?

    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.
    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?

  • #2
    Shailaja:
    whenever Stata does not allow something, there are sound methogological reasons.
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      Thank you for your reply Carlo.
      I am following svyselmlog now.

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