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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 11:17:38 -0600

Okay, David's email came before I sent mine.
Thanks,
Steve

On Wed, Aug 19, 2009 at 11:16 AM, Steven
Archambault<archstevej@gmail.com> wrote:
> 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
>>
>>
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>

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