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st: xtgee robust standard errors


From   "Bo Cutter" <wcutter@ucla.edu>
To   <statalist@hsphsun2.harvard.edu>
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


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