xtreg中,cluster 与robust是否能够共存？

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is it possible in the command:

xi: xtreg `v' tri if for_sha==0, fe vce(clu cou_ind)  robust

the option: cluster and robust could coexist?

they are about different vce calculation? the system say they could not coexist.

any idea?

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关键词：Cluster robust xtreg bust BUS 能够 different possible command

Namely they are 2 ways to estimate standard errors. The robust option calculate the White's robust standard error, while the vce(cluster groupname) option allow the correlation of standard errors within groups. So they could not co-exist.

http://www.stata.com/statalist/archive/2010-07/msg00952.html

this may be helpful.

she says the robust option will automatically include cluster(id), for the upper than 10 stata version.

is that ture?

BTW这两个命令有区别吗？
xi: xtreg y x, robust fe
xi: xtreg y x, vce(robust) fe

http://www.stata.com/support/faq ... vce-cluster-option/

this one will be more clear.

peyzf 发表于 2012-12-3 14:01
BTW这两个命令有区别吗？
xi: xtreg y x, robust fe
xi: xtreg y x, vce(robust) fe

the same.

peyzf 发表于 2012-12-3 14:00
she says the robust option will automatically include cluster(id), for the upper than 10 stata vers ...

it is ture.
try that. so in the special case, them can eoexist

thanks for the discussions.

my pleasure.