I am using the clogit
command in R, however I am not able to cluster the standard errors by districts using the method = "exact"
. It works with method = "error"
but it gives me very different coefficients. Is there a way to cluster standard errors in the clogit
command with the method = "exact"
?
model1 <- clogit(mig ~ rainShock + factor(year) + strata(hhcode), data = data)
Error in clogit(mig ~ rainShock + factor(year) + strata(hhcode) + cluster(district), :
robust variance plus the exact method is not supported