Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtgee robust standard errors


From   "Bo Cutter" <[email protected]>
To   <[email protected]>
Subject   st: xtgee robust standard errors
Date   Fri, 16 Aug 2002 00:28:06 -0700

I am using the xtgee command to get robust standard error estimates for a
random-effects panel data model. (i.e. xtgee..., family(gauss) link(ident)
robust).  p.446 of manual S-Z (last sentence, first paragaph) has a sentence
that implies these robust standard errors are correct even if the
panel-specific
effect is correlated with the regressors.  Can anyone tell me if I am
interpreting this statement correctly ?  And do you know what the reference
behind this statement is ?

Thank you,
Bo Cutter


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index