Am 02.11.2023 um 13:51 schrieb Allin Cottrell:
On Thu, 2 Nov 2023, Sven Schreiber wrote:
in short: --cluster=period works as announced, but with two-way
clustering --cluster=period,unit doesn't work, one has to create a
series mimicking the period (e.g., genr time).
I guess this is an oversight and not intended.
It's not intended as such, but neither is it just an oversight. It's
not easy to combine an automatic structural feature with an explicit
series, given that many panels are unbalanced. But maybe we can find a
way of doing it.
OK, if it's not an oversight, I would just document it and leave it as is.
Also, Allin, off-list you said that "set panel_robust driscoll_kraay"
now is a further option, but with yesterdays's snapshot I'm getting
an invalid value error. Is this in a different branch or not pushed
or something?
See the "set" doc for the current status: options are "arellano",
"pcse" and "scc".
Exactly - but my question is what happened to the driscoll_kraay thing
you mentioned a couple of weeks ago? Did it not work out, was just
experimental, or something else?
thanks
sven
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