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Re: st: FE Robust SE


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: FE Robust SE
Date   Wed, 21 Apr 2004 17:58:10 +0100

Cheryl,

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

> 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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