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  • Creating a Graph to Show Results of Regression with Two-Way Clustering

    Hi all,

    This is my first post, so hopefully I won't start off on too bad a foot.

    I've been doing some regression analysis on enterprise survey data using two-way clustering for time (year) and a geographic variable (province). I quite like the Interflex command for producing nice figures that show the relationship between dependent and independent variables with confidence intervals and even little bars below that indicate the distribution of the sample across values of the focal independent variable. However, as far as I can tell, it seems that the Interflex command does not accommodate two-way clustering.

    Is that correct or is there a known workaround? I did discover that I can do the same two-way clustering regressions with the reghdfe command instead of ivreg2... but I don't think this solves my problem of not being able to use Interflex to make my figures.

    I guess my ultimate question is: would anyone have advice on the best command to use for making figures for regressions using two-way clustering?

    Any guidance at all, especially pointers to what I should be focusing my further Stata methods study on, would be greatly appreciated.

    Cheers, Markus
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