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Report clustered standard errors in result table

Open jariji opened this issue 3 years ago • 2 comments
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Is it possible to display the standard error cluster variables in the result table? I often run different kinds of regressions and it's easy to lose track of which is which.

jariji avatar Jul 22 '22 19:07 jariji

Maybe. Can you give an example of what the output should look like?

On Fri, 22 Jul 2022, 21:43 jariji, @.***> wrote:

Is it possible to display the standard error cluster variables in the result table? I often run different kinds of regressions and it's easy to lose track of which is which.

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jmboehm avatar Jul 22 '22 21:07 jmboehm

I'm not a Stata user but it looks like Stata adds an annotation "Std. Err. adjusted for 9 clusters in idcode" above the table which seems ok to me.

  • https://amarder.github.io/stata-clustered-standard-errors/
  • https://www.statalist.org/forums/forum/general-stata-discussion/general/1585331-cluster-standard-errors-by-firm-and-year?p=1585346#post1585346

jariji avatar Jul 22 '22 23:07 jariji