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


From   DE SOUZA Eric <eric.desouza@coleurope.eu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Stata 11 Random Effects--Std. Errors
Date   Tue, 25 Aug 2009 17:33:43 +0200

Yes, but no longer in 11, where robust and cluster means the same thing. Or, at least, that is what I have understood from the discussion. I will only upgrade to 11 next month.

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 Steven Archambault
Sent: 25 August 2009 17:26
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Stata 11 Random Effects--Std. Errors

Isn't this what was available in 10?

On Tue, Aug 25, 2009 at 1:36 AM, DE SOUZA Eric<eric.desouza@coleurope.eu> wrote:
> Austin Nichols <austinnichols@gmail.com> and Mark E. Schaffer <M.E.Schaffer@hw.ac.uk> requested that there be an option to produce robust, but not cluster-robust standard errors for -xtreg, re-.
>
> We will make this option available in the future.
>
>   David
>   --ddrukker@stata.com
>
>
> To avoid confusion, David, you do mean that robust (heteroscedasticity consistent) and cluster (heteroscedasticity and serial correlation consistent) options be available separately.
>
> Eric
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
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