请教老师面板回归中one-way clustering,two-way clustering

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

连老师，您好！收到审稿：“the clustering of firm and year effects will significantly reduce the t-statistics. The author should use one-way clustering or two-way clustering. This is particularly true for the panel data involving accounting ratios. See Petersen’s webpage at Northwestern University about the programs and reference paper in RFS.”不太清楚one-way clustering,two-way clustering是什么？请您指教。谢谢

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Clustering Cluster TERI RING Erin

参见： 聚类调整标准误笔记 https://www.jianshu.com/p/a096f3e3e821