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st: Re: Stata 11 Random Effects--Std. Errors


From   Steven Archambault <archstevej@gmail.com>
To   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>, statalist@hsphsun2.harvard.edu
Subject   st: Re: Stata 11 Random Effects--Std. Errors
Date   Tue, 18 Aug 2009 15:13:17 -0600

I just updated all for both 10 and 11, but they were both up to date.
No, there is not a weight. The coefficients are exactly the same, its
just the robust standard errors. There is no difference if I run a
regression without robust.

Thanks,
Steve

On Tue, Aug 18, 2009 at 2:34 PM, Schaffer, Mark E<M.E.Schaffer@hw.ac.uk> wrote:
> Are you using weights?  There's a bug in Stata 11's _robust - it doesn't
> work with weights.  -update all- fixes it.
>
> BTW, your posts don't seem to be going through to Statalist.
>
> --Mark
>
>> -----Original Message-----
>> From: Steven Archambault [mailto:archstevej@gmail.com]
>> Sent: 18 August 2009 21:31
>> To: statalist@hsphsun2.harvard.edu; Schaffer, Mark E
>> Subject: Stata 11 Random Effects--Std. Errors
>>
>> Hi Mark (everyone),
>>
>> I am absolutely getting different Robust std. errors in the
>> results of my newly downloaded Stata 11 than my old Stata 10.
>>  This occurs only for Robust Std. Errors in a Random Effects
>> regression.  I loaded both versions of the program and ran
>> the same regression side by side. This has an impact on my
>> hausman test and the xtoverid test. I cannot seem to find out
>> what the difference in calculation methods are between 10 and 11.
>>
>> Any insight would be helpful.
>>
>> Thanks,
>> Steve
>>
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>

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