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<[email protected]> 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: [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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>
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