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st: Structural equation with robust standard errors and / or clustering
Dear Stata listers,
I would like to estimate a cross-section time-series (in form of pooled cross sections) structural equation model, consisting of four structural equations.
What is quite important for my analysis is that I can estimate each of the four equations with either
- robust standard errors (Huber..) and clusters or
- weights and clusters or
- newey-west standard errors.
Unfortuantely, the comand reg2 does not permit the use of the options 'robust' and / or 'cluster' (If I am wrong, pls correct me !).
With the robust standard erros or weights I intend to correct for heteroscedasticity, and the clusters should allow for correlation within groups, where groups are defined by the observed unit.
Do you know of any alternative comand I could use in my case?
Comments are most welcome !!
Dipl.Vw. Justina A.V. Fischer,
SIAW - University of St. Gallen
CH-9000 St. Gallen
Fax: ++41-71-224 2298