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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 18:45:39 +0200

Before others in the group go crazy, let me add one last question and remark. Who was asking for consistency? I was just saying: let me (and some others) continue with heteroscedasticity and those who want to use heteroskedasticity may do so.


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

-----Original Message-----
From: [] On Behalf Of Nick Cox
Sent: 25 August 2009 18:39
Subject: RE: st: Stata 11 Random Effects--Std. Errors

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. 



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.

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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