This only concerns the fixed effects case, not the random effects one.
Eric
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of David Airey
Sent: 19 August 2009 18:42
To: Statalist
Subject: RE: st: Stata 11 Random Effects--Std. Errors
.
I did a search in the new PDF manuals of Stata 11:
Stock, J. H., and M. W. Watson. 2008. Heteroskedasticity-robust standard errors for fixed effects panel data regression.
Econometrica 76: 155-174.
Stata 11 rocks.
-Dave
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