I have a panel data , where I need to cluster the standard errors by firm and time. Peterson's website(http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm) provides a macro. However I was wondering whether I can use Proc Surveyreg as shown below. I know for one level clustering this works but not sure about the two dimensional clustering. Can anyone please help me
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ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.