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Re: st: -areg- versus -xtreg, fe- (revised)


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -areg- versus -xtreg, fe- (revised)
Date   Wed, 02 Jun 2004 18:42:08 -0500

At 12:09 AM 6/3/2004 +0100, Clive Nicholas wrote:
Still, the quandary of whether or not robust standard errors under FE is
possible remains. I notice that FE is the only model (FGLS and -areg-
included) that reports sensible constant values for my data, which is a
plus for me.
Whenever Stata doesn't do something it normally does, like allow robust standard errors, I always wonder if it is because (a) it is statistically inappropriate, or (b) nobody has gotten around to programming it yet.

I don't know much about XT models, but I notice that some commands (e.g. -xtgee-) do allow for robust standard errors, if there is any way you can use them instead.


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Richard Williams, Notre Dame Dept of Sociology
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