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Re: st: RE: Why not always specify robust standard errors?


From   "Jeremy Miles" <jeremy.miles@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Why not always specify robust standard errors?
Date   Tue, 13 Feb 2007 15:07:12 -0800

[snip]

You know, this is one of the problems with using Stata.  I never used
to have these kinds of problems with SPSS, because SPSS doesn't let
you estimate robust standard errors!

Actually, it does, but it's fiddly.

This web page (of mine) describes how to do it with clusters
http://www.jeremymiles.co.uk/regressionbook/2006/04/huber-white-estimates-in-spss.html

Without clusters, you need to make the cluster variable an id
variable, so each cluster has n = 1.

Jeremy



--

Jeremy Miles
www.jeremymiles.co.uk
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