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Re: st: Stata programming: While Command


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata programming: While Command
Date   Mon, 3 Mar 2008 13:11:53 +0000 (GMT)

--- Leonor Saravia <lmisaravia@gmail.com> wrote:
>                                                          First step:
> regress TAX EXP, robust
> 
>    predict tax_hat
>                                                          Second step:
> xtreg INV tax_hat, fe

Eva has already given you an answer. I have just an aditional comment:
Since you are using the first regression only to generate predicted
values, the -robust- option will do nothing. The -robust- option only
changes the standard errors, and leaves the regression coefficients,
and thus also the predicted values, unchanged.

-- Maarten



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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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