Cluster Standard Errors with fitlm
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Joshua on 17 Jun 2021
Commented: Joshua on 22 Sep 2021
I have panel data (county, year) and want to run a regression with individual-specific effects that are uncorrelated (a fixed effects regression in economics parlance). Does fitlm automatically cluster the standard errors? If not, is there a way to do this?
Aditya Patil on 16 Jul 2021
Currently, clustered standard errors is not supported in Statistics and Machine Learning Toolbox. I have brought the request to the notice of concerned developers.
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