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Re: st: Prais with vce(robust)


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Prais with vce(robust)
Date   Tue, 22 Jun 2010 08:15:45 -0500 (CDT)

On Mon, 21 Jun 2010, Thomas Jacobs wrote:

Brian,

Thanks for the update.  In the meantime, am I best off simply using
robust without vce (regress y x, robust) or going back to version 10.1
in my program?

Tom


Tom,

If you need to use Prais-Winsten or Cochrane-Orcutt regression with robust standard errors, you'll need to do so in version 10.1 until we get the fix out. Of course, if you just want to do plain regression with robust standard errors, you can just use -regress- in Stata 11 instead. One other alternative would be to use -newey- to obtain Newey-West standard errors; they are robust to autocorrelation.

   -- Brian Poi
   -- bpoi@stata.com
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