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Re: st: FE Robust SE
Date sent: Wed, 21 Apr 2004 11:11:44 -0400
Subject: st: FE Robust SE
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> 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.
> Thank you,
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Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
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