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st: Adjusting Standard Errors after Manually time demeaning the data.

From   natasha agarwal <>
Subject   st: Adjusting Standard Errors after Manually time demeaning the data.
Date   Tue, 29 Jun 2010 09:11:05 +0100

Dear Everyone,

I am estimating a fixed effect model on an unbalanced panel data.
Since I wanted only robust standard errors and Stata 10 by default
reports results where the Standard Errors are clustered at the panel
identifier, I decided to manually time demean the data by using the
"center" command.

bysort number: center lnrval lnk lnw lnvfdi y14-y18, casewise prefix(c)
reg  clnrval clnk clnw clnvfdi cy14 cy15 cy16 cy17 cy18, vce(robust)

Once I obtain the results, I wanted to adjust the Standard Errors for
the degrees of freedom. I gave the following line of commands

mat b=e(b)
scalar vadj=e(df_r)/(e(N)-1-(e(df_m))
scalar vadj=e(df_r)/(e(N)-1-(e(df_m)))
matrix V=vadj*e(V)
eret post b V
ereturn display

I was not sure if this is correct since there seems to be no
difference in the standard errors reported after ereturn display.

Can anyone please help me with the same?

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