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Re: st: cluster robust standard errors in -xtmixed-

From   Clara Barata <>
Subject   Re: st: cluster robust standard errors in -xtmixed-
Date   Sat, 4 Sep 2010 12:22:31 -0400

Have you looked into the residual options in xtmixed?

        residual_options are by(varname) and t(varname).

            by(varname) is for use within the residuals() option and
                specifies that a set of distinct residual-error parameters be
                estimated for each level of varname.  In other words, you use
                by() to model heteroskedasticity.

I hope this helps,

On Sat, Sep 4, 2010 at 10:54 AM, Hobst <> wrote:
> Hello everybody
> Is there anything comparable to the xtreg option 'vce(robust)' or
> 'vce(cluster ...)' that can be used as option after -xtmixed-? Or is there
> any workaround available?
> Thank you
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