stata操作：xtreg y x, fe cl(cluster) nonest

nonest的作用是The nonest option makes it so that I can cluster the
standard errors across panels，注： cl是 cluster的简写。

可参考：https://www.stata.com/statalist/archive/2007-04/msg00090.html
              https://www.stata.com/statalist/archive/2011-07/msg00335.html