Hello, I am looking for a procedure which achieves all of the listed: error clustering, year and individual fixed effects with individual fixed effects absorbed (since I have a lot of individuals), and the ability to test linear combinations of variables post-estimation. In Stata, the code would look something like areg y x1 x2 x3 i.year, absorb(individual) cluster(individual) lincom x1 x2   However, the only procedure I am able to find with absorption is glm, which does not support clustering. Alternatives I've considered are genmod, mixed, panel, and surveyreg, but they do not support absorption. Are there any procedures which suit my needs? ... View more