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st: Robust SEs with panel data


From   "Mark Schaffer" <[email protected]>
To   [email protected]
Subject   st: Robust SEs with panel data
Date   Wed, 08 Dec 2004 12:48:52 -0000

Jan,

Date sent:      	Wed,  8 Dec 2004 13:44:22 +0100
From:           	[email protected]
To:             	[email protected]
Send reply to:  	[email protected]

> Hi everybody!
> 
> I have an urgent question:
> 
> I use Stata for some panel data regression. I couldn't find yet a
> command for the fixed effects and the random effects approach, both
> WITH ROBUST STANDARD ERRORS. The command "robust" that you can use for
> simple regressions and for the population-average approach in panel
> data regressions does not work.
> 
> Can anybody tell me the right command for this kind of panel data
> regressions?

-areg- will do fixed effects estimates with robust standard errors.

--Mark

> 
> Thanks in advance for your help!
> 
> Many regards,
> 
> Jan
> *
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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
44-131-451-3296 fax
44-131-451-3485 CERT administrator
http://www.sml.hw.ac.uk/cert

*
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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