```stata xtreg pack_sales_per_capita price_per_pack i.year, fe vce(cluster state_num) # Same as vce(robust) for xtreg Fixed-effects (within) regression Number of obs = 2,550 Group variable: state_num Number of groups = 51 R-sq: Obs per group: within = 0.8513 min = 50 between = 0.2297 avg = 50.0 overall = 0.6393 max = 50 F(50,50) = 29393.64 corr(u_i, Xb) = 0.0329 Prob > F = 0.0000 (Std. Err. adjusted for 51 clusters in state_num) -------------------------------------------------------------------------------- | Robust pack_sales_p~a | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------------+---------------------------------------------------------------- price_per_pack | -6.625379 2.021698 -3.28 0.002 -10.68608 -2.564679 ---------------+---------------------------------------------------------------- sigma_u | 21.173219 sigma_e | 13.8135 rho | .70144358 (fraction of variance due to u_i) -------------------------------------------------------------------------------- ``` > [!info]- Last updated: February 3, 2025