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Re: st: Why option "robust" and "cluster" doesn't work?

From   Maarten buis <>
Subject   Re: st: Why option "robust" and "cluster" doesn't work?
Date   Sun, 21 Oct 2007 10:49:27 +0100 (BST)

--- Ngoc Anh Vo Thi <> wrote:
> I'm estimating a panel data model with xtreg, fe using
> Stata 8.2, and want to obtain robust standard errors
> and test stat. However, when I add the "robust"/
> "cluster" option after fe, it doesn't work. It was
> said "Option robust not allowed". I'm wondering
> whether there's a bug with my version of Stata.

There isn't a bug in your version of Stata, that option
is not allowed. If you type -help xtreg- you will find
a list of legal options, and -robust- isn't in that 
list, nor is it in Stata 10.

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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