clustering in estimation

User Forumclustering in estimation
kannoliang asked 3 years ago

Is there a function that I can use to cluster observations by group in regression estimation? Many thanks.

1 Answers
RonSchoenberg answered 3 years ago

Is there a group variable?  Sort on that variable using sortc().  If there isn't a group variable then it will be necessary to create one.  You might have to write a GAUSS program reading that file and adding a group variable according to specifications.