![]() ![]() In R I use the following routine: # I declare the panel * run a two way fixed effect regression model with Driscoll and Kraay standard errorsĬoef. * create the dummies for the time fixed effects The routine in Stata is the following use "test.dta", clear \\ to import data My aim is to run a two way-fixed effect panel model estimation with Driscoll and Kraay standard errors. ![]() ![]() I am using a dataset from the package plm also in Stata for replication purposes. I am trying to replicate the results provided by the Stata command xtscc in R with package plm but I am having some trouble to see the same standard errors
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