VCE2WAY: Stata module to adjust a Stata command's standard errors for two-way clustering

Hong Il Yoo ()
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Hong Il Yoo: Durham University

Statistical Software Components from Boston College Department of Economics

Abstract: vce2way is a module to adjust an existing Stata estimation command's standard errors for two-way clustering. The module works with any Stata command which allows one-way clustering in each dimension of interest separately via -vce(cluster varname)- option. The results are compatible with the underlying command's postestimation tools that make use of -ereturn- matrix e(V) including -test-, -nlcom-, -margins- to name a few.

Language: Stata
Requires: Stata version 13.1
Keywords: clustering; two-way clustering; VCE (search for similar items in EconPapers)
Date: 2017-02-25, Revised 2020-02-19
Note: This module should be installed from within Stata by typing "ssc install vce2way". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/v/vce2way.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/v/vce2way.sthlp help file (text/plain)

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