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st: RE: xtivreg2, no constant in the outpuut?


From   "Pierre Azoulay" <pierre.azoulay@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: xtivreg2, no constant in the outpuut?
Date   Fri, 30 Jun 2006 20:11:03 -0400

Thanks for your prompt response. Your point about the validity of the
HAC-VCV standard errors in short panels is well taken. With fixed
effects, could you use "robust cluster(id)" where id is the level at
which the fixed effects are defined? I thought that for the standard
errors to be consistent, the number of clusters and the number of
observations could not increase at the same rate...

Regards,

Pierre


----------------------------------------------------------------------------------
Pierre Azoulay
Associate Professor of Management
Columbia University                           Phone: (212) 854-9684
Graduate School of Business                Fax:   Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023                        http://www.columbia.edu/~pa2009/
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