[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Question about e(vcetype)
try my -cfa1- with -vce(sbentler)- option :)). I do -repost- the
variance-covariance matrix in it, just like Jeff P. said. I don't
personally like the estimator (the usual -robust- is better), but it
is a standard one in structural equation modeling.
On 2/6/07, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
More seriously, is there any harm, for example, in writing an estimator
that saves e(vcetype) as "Het.-Rob." if the vce is Eicker-Huber-White
heteroskedastic-robust, and "Clust.-Rob." if it's cluster-robust?
* For searches and help try: