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


From   James Avery <macavery@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: literature reference for robustness adjustment by -xtpcse-?
Date   Fri, 28 Feb 2003 08:24:22 -0800 (PST)

Markus - Below is the cite used in political science.

Beck, Nathaniel, and Jonathan N. Katz. 1995. “What To
Do (and Not To Do) With Time-Series Cross-Section
Data.” American Political Science Review 89: 634-47.

James Avery

--- MKF.Poschke@Student.Unimaas.NL wrote:
> 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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