Re: st: Eicker-white standard errors

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 07:10 PM 3/16/2005 -0600, p-medeiros@kellogg.northwestern.edu wrote:
> I am trying to estiamte a system of two equations where the error terms 
> are correlated and the
> coeficients of the regressors are also correlated. To do that I am using 
> the Seemingly unrelated
> regression code, sureg. However I need to report in my research the 
> Eicker-White standard errors
> and sureg just report me the standard standard errors.
> How do I ask to report the Eicker-white standard errors in the case of 
> seemingly unrelated regression?
That is the same as robust standard errors, right?  I haven't tried it, but 
a solution was proposed in this thread from last year:

http://www.stata.com/statalist/archive/2004-07/msg00221.html


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Richard Williams, Notre Dame Dept of Sociology
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