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Re: st: random effects with robust errors?


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: random effects with robust errors?
Date   Mon, 24 Sep 2007 11:07:25 -0700

Jasminka Ninkovic wrote:

Does somebody know how to estimate random effects with robust standard
errors?

--------------------------------------------------------------------------------

For a single-level random effects model,

xtreg , i() re vce(robust)


For a multi-level model, try

gllamm , i() robust


Joseph Coveney


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