title: Two way clustering in ordered logit model, restricting rstudent to mitigate outlier effects
body: <p>I have an ordered dependent variable (1 through 21) and continuous independent variables. I need to run the ordered logit model, clustering by firm and time, eliminating outliers with Studentized Residuals &lt;-2.5 or > 2.5. I just know <code>ologit</code> command and some options for the command; however, I have no idea about how to do two way clustering and eliminate outliers with studentized residuals:</p>
  
  <pre><code>ologit rating3 securitized retained, cluster(firm)
  </code></pre>