Yes, nice, but one has to check that 'region' and 'sector' do not share a common cluster ID like in

<hansl>
region = randgen(i,1,10)
sector = randgen(i,1,5)
<hansl>

Since combinations like (1,2) and (2,1) are treated as being different.
Hence, with a primary data manipulation 'sector = randgen(i,1,5) +100' things should be fine.

21.11.2013 15:13, Riccardo (Jack) Lucchetti:
On Thu, 21 Nov 2013, Giuseppe Vittucci wrote:

Hi,

I have firm level data and two categorical variables (region and
sector).
I need to define another variable which is an index identifying the
unique combinations region-sector each firm belongs to, so I can use it
in computing cluster-robust s.e.

One way to do this is to use the command "values" for region and sector
and then use a nested loop, but this seems quite time-consuming...

Is there a simpler way in gretl to do it?

You mean, like this?

<hansl>
nulldata 1024

# simulated data
region = randgen(i,1,20)
sector = randgen(i,10,99)
# ----------------------------------------------
scalar ndigits = floor(log10(max(sector)))
series unique = region * 10^(ndigits+1) + sector
</hansl>


-------------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------


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