[Gretl-users] Computing an index for unique combinations of discrete variables

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? BTW, it could be useful to allow one to use the option "cluster" also with the FE estimator. Since the robust s.e. used in FE is the Arellano estimator and this is a s.e. clusterized over cross-sectional units and thus it can be considered a specification of the cluster-robust estimator, it seems quite natural to allow one to identify clusters different from the units. Something like: panel y 0 x --robust=cvar or panel y 0 x --cluster=cvar where the default behavior panel y 0 x --robust is to clusterize over cross-sectional units. Bye Giuseppe