Cheryl,
Date sent: Wed, 21 Apr 2004 11:11:44 -0400
From: [email protected]
To: [email protected]
Subject: st: FE Robust SE
Send reply to: [email protected]
> 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?
Try -areg-. It has a -robust- option.
Cheers,
Mark
>
> Thank you,
> cheryl
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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