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Re: st: Robust estimates of panel data


From   jayesh@ximb.ac.in
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Robust estimates of panel data
Date   Mon, 21 Feb 2005 21:32:04 +0530

Dear Mr. Fioramanti:

Use Stata's "areg" command for getting the robust estimates of standard
error.

areg dependent_var independent_var group_2-group_n, absorb(id) robust

HTH,

Jayesh
=====================================================================
Jayesh Kumar, Assistant Professor of Finance, Xavier Institute of
Management, Bhubaneswar (XIMB) INDIA 751 013
Visit: www.ximb.ac.in/~jayesh





                                                                                                                                               
                      "Marco Fioramanti"                                                                                                       
                      <m.fioramanti@isae.it>           To:       <statalist@hsphsun2.harvard.edu>                                              
                      Sent by:                         cc:                                                                                     
                      owner-statalist@hsphsun2.        Subject:  st: Robust estimates of panel data                                            
                      harvard.edu                                                                                                              
                                                                                                                                               
                                                                                                                                               
                      21/02/2005 08:21 PM                                                                                                      
                      Please respond to                                                                                                        
                      statalist                                                                                                                
                                                                                                                                               
                                                                                                                                               




Hi,
I have I panel of countries (n=15, t= 10) with groupwise
heteroskedasticity.
How can I get robust estimator of xtreg,fe and/or xtreg,re?

Marco Fioramanti


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