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Re: st: types of standard error


From   Phil Schumm <pschumm@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: types of standard error
Date   Tue, 23 May 2006 09:07:34 -0500

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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