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From |
jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 18 Aug 2009 16:52:46 -0500 |

Steven Archambault <archstevej@gmail.com> is getting different robust standard errors in Stata 11 than in Stata 10: > 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. Steven hasn't shown us what estimation command he is using to fit his random effects regression, but I suspect he is using -ivreg2- or -xtivreg2- given that he also directly contacted Mark Schaffer in his post to Statalist. Last Friday there was an ado-file update for Stata 11 that fixed a problem with weights and the -_robust- command. Steven should type the following in Stata . update query then follow the recommendation, which will be to . update all if his Stata isn't already fully up-to-date. This fix for -_robust- should resolve the differences that Steven is currently observing. Let me re-iterate from my original post, the bug in -_robust- (fixed in last Friday's ado-file update) affeted only user-written commands that used -_robust- directly; it did not affect any of Stata's official estimation commands or any user-written estimators that used -ml- or Mata functions -optimize()- or -moptimize()-. Steven mentioned that he is not using weights, so I will be contacting him directly to get to the bottom of this. --Jeff jpitblado@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Stata 11 Random Effects--Std. Errors***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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