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st: AW: Robust standard errors and t-values with xtfevd


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Robust standard errors and t-values with xtfevd
Date   Fri, 19 Jun 2009 15:51:56 +0200

<> 

Increase your chance for a good reply by providing references for "xtfevd"!
Not even


*************
findit xtfevd
*************

gives people a hint as to its source...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Anders Dahl
Bakken
Gesendet: Freitag, 19. Juni 2009 15:24
An: statalist@hsphsun2.harvard.edu
Betreff: st: Robust standard errors and t-values with xtfevd

Im trying to use the robust option with xtfevd, but the problem for me is
that it seems that the t-values are
sensitive to the scale of my dependent variable. The results without the
robust option seems fine. But when i 
add the robust option, all the standard errors go trough the roof, (from
maybe .3 to 50000). But here's the thing, if 
a divide my dependent variable by for example 1000, my standard errors goes
down (naturally) but at the same time my t-values increases.

To me it almost seems like you can get whatever t-values you want by just
rescaling the left-hand side. As mentioned i dont have this problem 
without the robust option.

Have anybody else had this problem? And what can i do to fix it`?



Anders
 
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