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Re: st: Robust Standard Errors


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Robust Standard Errors
Date   Thu, 20 May 2004 17:45:10 -0500

At 03:22 PM 5/20/2004 -0700, Chavis, Larry Wilson wrote:
My robust standard error estimates where much less than the original estimates. For instance the coefficient T was estimated as -.015 and the original standard error was .0541, while the robust standard error is .0034. This is more than a 10 fold decrease, while what I could find in the literature suggested that robust standard errors are usually larger than the original standard errors.
Are you using a cluster option?  This FAQ might or might not be relevant:

http://www.stata.com/support/faqs/stat/cluster.html


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