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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Stata 11 Random Effects--Std. Errors
Date   Tue, 25 Aug 2009 17:17:52 +0100

I see no Latin here. The root elements of heteroscedasticity are Greek
words. 

Nick 
n.j.cox@durham.ac.uk 

DE SOUZA Eric replied to Austin Nichols

Ah--interesting, and I applaud the terminology change!  Robust is
certainly an ambiguous description, as is sandwich, whereas het-robust
and cluster-robust are fairly specific (esp. when combined with a
reference to the literature).  Maybe new vce() term hrobust or
hetrobust?  Please don't make us spell out heteroskedasticity...  ;)

McCulloch, J.H. 1985. "On Heteros*edasticity." Econometrica 53(2): 483.
http://www.jstor.org/stable/1911250

Pace McCulloch, in Classical Latin the "g" is hard and the "c" sounds
like "k". 
Although in Ecclesiastical Latin, the "g" is soft and the c has a "ch"
sound. 


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