What version of stata do u have? If I remember
correctly, robust and cluster-robust standard errors
are possible in Stata 9 only and not earlier versions.
Abhijit
--- Duha Al-Kuwari <[email protected]> wrote:
> thanks so much for your reply.
>
> do you mean the commands should be write in this
> way:
>
> xtreg ldiv1 lgov1 lfc size lsale llev lbeta2
> lroe if country==2, fe
> robust
> estimates store model104
> xtreg ldiv1 lgov1 lfc size lsale llev lbeta2
> lroe if country==2, re
> robust
> hausman model104
>
>
> i tried but it doesn't work , it saied :
> option robust not allowed
>
> i don't know what to do?
>
> duha
>
> >>> [email protected] 21/02/2006 09:02 >>>
> Duha Al-Kuwari wrote:
>
> I'm a new user of STATA. I need a help...I don't
> know what is the command
> of random effects with robust test ,as well as
> hausman test based on
> robust fixed and random effects results. Would
> anyone please help me and
> tell me how to write such commands.
>
>
--------------------------------------------------------------------------------
>
> Wouldn't they be -xtreg- and -hausman-?
>
> Joseph Coveney
>
> xtreg <varlist>, i(<panelid>) fe robust
> estimates store Fixed
> xtreg <varlist>, i(<panelid>) re robust
> estimates store Random
> hausman Fixed Random
> exit
>
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>
"Some people see things as they are and say why.
I dream things that never were and say why not?"
Abhijit Sen Gupta
Graduate Student
University of California at Santa Cruz
Visit me : - http://econ.ucsc.edu/grads/abhijit
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