Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Steven Archambault <archstevej@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata 11 Random Effects--Std. Errors
Date   Wed, 19 Aug 2009 11:16:05 -0600

Yes, why weren't  RE adjusted to automatically have robust errors
clustered in Stata 10? Was this an oversight, or did it take too much
additional programming that it was put off until Stata 11? Or, was
there some new research that came out last year saying it should be
done?



On Wed, Aug 19, 2009 at 10:45 AM, DE SOUZA
Eric<eric.desouza@coleurope.eu> wrote:
> 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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] 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
>
>
> *
> *   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/
>
> *
> *   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/
>

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index