https://communities.sas.com/t5/Statistical-Procedures/Clustering-around-one-dimension-in-two-way-FE-model/m-p/671769#M32113 <P>Is there a clustering option available in a two-way fixed effect proc panel procedure?</P> <P>&nbsp;</P> <P>I realize that there is the "cluster" option. However, one can not specify the clusters. As far as I understand, SAS simply clusters around the ID variables. In my case, I have two ID variables (two fixed effects). But I would like to cluster around only one of them. Is this possible?</P> <P>&nbsp;</P> <P>Example:</P> <PRE><CODE class=" language-sas">proc panel data = input; id firm time; model y = x1 x2 x3 /twoway hcce=1 cluster; quit;</CODE></PRE> <P>How can I specify the cluster option?</P> Thu, 23 Jul 2020 14:34:18 GMT shenflow 2020-07-23T14:34:18Z https://communities.sas.com/t5/Statistical-Procedures/Clustering-around-one-dimension-in-two-way-FE-model/m-p/671769#M32113 <P>Is there a clustering option available in a two-way fixed effect proc panel procedure?</P> <P>&nbsp;</P> <P>I realize that there is the "cluster" option. However, one can not specify the clusters. As far as I understand, SAS simply clusters around the ID variables. In my case, I have two ID variables (two fixed effects). But I would like to cluster around only one of them. Is this possible?</P> <P>&nbsp;</P> <P>Example:</P> <PRE><CODE class=" language-sas">proc panel data = input; id firm time; model y = x1 x2 x3 /twoway hcce=1 cluster; quit;</CODE></PRE> <P>How can I specify the cluster option?</P> Thu, 23 Jul 2020 14:34:18 GMT https://communities.sas.com/t5/Statistical-Procedures/Clustering-around-one-dimension-in-two-way-FE-model/m-p/671769#M32113 shenflow 2020-07-23T14:34:18Z