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lm_robust with FE and se_type = 'stata' is not the same as STATA clustered SE. But se_type ='CR0' reports the same as STATA #412

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shykotctg opened this issue Oct 15, 2024 · 1 comment
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lm_robust with FE and se_type = 'stata' is not the same as STATA clustered SE. But se_type ='CR0' reports the same as STATA #412

shykotctg opened this issue Oct 15, 2024 · 1 comment

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@shykotctg
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@shykotctg shykotctg changed the title lm_robust with FE and se_type = lm_robust with FE and se_type = 'stata' is not the same as STATA clustered SE. But se_type ='CR0' reports the same as STATA Oct 15, 2024
@graemeblair
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Hi! Thanks for this and sorry for the slow response. Could you please provide a minimum working example of this with the R and Stata output under se_type = "stata" that diverge? Does this difference appear in non-FE cases or just for FE? Thank you!

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@graemeblair @shykotctg