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st: literature reference for robustness adjustment by -xtpcse-?


From   MKF.Poschke@Student.Unimaas.NL
To   statalist@hsphsun2.harvard.edu
Subject   st: literature reference for robustness adjustment by -xtpcse-?
Date   Fri, 28 Feb 2003 10:12:07 +0100

Hello,

on the Stata website, there is a FAQ on what articles to cite for the robust
standard errors calculated by the -, robust- option. What could the
reference for the SE robustness adjustment under -xtpcse- be? I am also
interested in how it differs statistically from -, robust-, since even when
only adjusting for heteroskedasticity the two differ (in a panel context).

Markus Poschke
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