st: Fwd: how to use a different var-cov matrix in xtreg, re

["Sergio Correia" <sergio.correia@gmail.com>]

( On behalf of Miguel Sarzosa - MIGUELS@contractual.iadb.org )


Hi,

I am estimating a panel data regression following Elbers, Lanjouw &
Lanjouw (2002) http://ideas.repec.org/p/wbk/wbrwps/2911.html. They
estimate their parameters using a var-cov matrix different that the
one that is used by default by the xtreg comand.

Is it posible for stata to run the xtreg using a different mat-cov
matrix? If it is so, how do I specify the matrix to stata?


Thanks

Miguel Sarzosa
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/