Re: st: types of standard error

[Phil Schumm <pschumm@uchicago.edu>]

On May 23, 2006, at 8:41 AM, Timothy.Mak@iop.kcl.ac.uk wrote:
> In Stata 9, suddenly there are lots more possibilities for standard  
> error in the different types of regression.  Is there an easy  
> overview that will help me understand more about the logic behind  
> the standard errors?

[U] 20.14 (Obtaining robust variance estimates) introduces the so- 
called robust variance estimate; see references cited there for more  
information.  [R] -bootstrap- introduces the bootstrap estimate; see  
"An Introduction to the Bootstrap" (Efron and Tibshirani, Chapman &  
Hall) for more information.  [SVY] has nice discussions of the survey- 
related estimators (e.g., jackknife, BRR, etc.); see "Introduction to  
Variance Estimation" (Wolter, Springer-Verlag) for more information.


-- Phil

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