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Re: st: reg3 option -robust-
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: reg3 option -robust-
Date
Mon, 18 Oct 2010 18:01:48 +0200
Hi:
You could use the -boostrap- option with reg3. Bootstrapped SEs are not
that different from -robust- ones. See:
Ando, M., & Hodoshima, J. (2007). A note on bootstrapped White's test
for heteroskedasticity in regression models. Economics Letters, 97(1),
46-51.
If memory serves me right, they talk about the general regression case
(and not simultaneous equations), but this should make no difference to
the reg3 case.
HTH,
John.
__________________________________________
Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Home page:
http://www.hec.unil.ch/people/jantonakis
__________________________________________
On 18.10.2010 17:50, [email protected] wrote:
reg3 option -robust-
Do you know if there is a way to estimate a structural equation model in
Stata with the option for robust standard errors?
It seems that the comand reg3 doesnt' support the option -robust-
Thanks a lot for your help,
Fabiana
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