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

From   DE SOUZA Eric <>
To   "''" <>
Subject   RE: st: Stata 11 Random Effects--Std. Errors
Date   Tue, 25 Aug 2009 18:25:13 +0200

Just referring to McCulloch's second last paragraph. 
A better counter-argument to him would be c is sclerosis or in sceptic. (Yes, I know Americans spell sceptic with a k).

Eric de Souza
College of Europe
Brugge (Bruges), Belgium

-----Original Message-----
From: [] On Behalf Of Nick Cox
Sent: 25 August 2009 18:18
Subject: RE: st: Stata 11 Random Effects--Std. Errors

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


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.

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"

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