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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 17:38:45 +0100

Got you. I'll write heteroskedastic when others agree to honour
etymology and talk about kylikal variations. 

Econometrica which published this did not see the light and change its
name to Econometrika. 

As I recall, heteroscedastic was coined by Karl Pearson who changed his
own name from Carl to Karl and founded Biometrika, so consistency's the
hobgoblin of little minds. 

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

DE SOUZA Eric

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).

Nick Cox

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.
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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