Usage examples (24)

• There are variance-covariance methods that could be used maybe to do what you describe.
• The correction for the group clustering effect is to account for it in the specification of the variance-covariance matrix.
• In the STATA code I apply a variance-covariance matrix that is specifically derived for handling data sets where some variables are in groups.
• However, the way the reduction occurs uses the variance-covariance matrix to select the data series that correlate most closely with the dependent variable temp.