How to cluster standard errors

2 visualizzazioni (ultimi 30 giorni)
Steffen Olesen Helk
Steffen Olesen Helk il 17 Apr 2020
Commentato: Sima Fallah il 17 Mag 2020
I have a cross-sectional dataset with M&A acquirers and study deal performance. If I want to cluster standard errors on a SIC (Standard Industrial Classification) level when I do OLS, how can do this?
  1 Commento
Sima Fallah
Sima Fallah il 17 Mag 2020
Hello. Did you find a way for this? I have the same problem and I'm badly stuck! Please help if possible. Thank you.

Accedi per commentare.

Accedi per rispondere a questa domanda.

Risposte (0)

Categorie

Scopri di più su Statistics and Machine Learning Toolbox in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by