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R: st: Robust estimates of panel data


From   "Marco Fioramanti" <m.fioramanti@isae.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: Robust estimates of panel data
Date   Tue, 22 Feb 2005 09:31:36 +0100

Dear Professor,
the command you suggested produce the same results of

xi: reg dependent_var independent_var group_2-group_n i.id, robust
for the fixed effect. Both are good trick for robust fe.

Anyway, it means that there aren’t direct robust estimates for panel data
(for example as in Limdep).

Thank you.


-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di jayesh@ximb.ac.in
Inviato: luned́ 21 febbraio 2005 17.02
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: Robust estimates of panel data

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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