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st: FE Robust SE


From   cas2111@columbia.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: FE Robust SE
Date   Wed, 21 Apr 2004 11:11:44 -0400

I having trouble producing heteroskedastic-robust 
standard errors for a fixed effects model.  
I tried xtreg y X1...XK, robust and it did not work
I do not have a lot of dummy variables so, I am presuming that 
areg is not appropriate.
I also tried xtivreg as the data I am using is panel data (across 
two different time periods)

Any suggestions as to what to do?

Thank you,
cheryl

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