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st: a question about areg with robust versus areg with robust and cluster options


From   "maria gesheva" <m_gesheva@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: a question about areg with robust versus areg with robust and cluster options
Date   Sun, 06 Nov 2005 18:42:42 +0000

Hi,

When looking through the stata help I came over the following FAQ:
''Why is it dangerous to use the robust cluster() option on areg? (areg estimates the same fixed-effects model as xtreg, fe)'' but the content had been removed.

I would like to ask the same question plus a related one: when is it appropriate to use areg only with the robust option and when areg with both robust and cluster options. (using bith options gives wider standard errors and this changes the set of variables that are significant so it does matter whether one uses only the robust or both the robust and the cluster options.)

Thank you in advance.

Maria

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