Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steven Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: regress with vce(robust) and hascons |

Date |
Mon, 13 Dec 2010 10:13:05 -0500 |

Steve sjsamuels@gmail.com On Dec 13, 2010, at 8:56 AM, DE SOUZA Eric wrote:

See page 1521 of -regress- for a comparison of hascons and nocons

Combining these two should provide the answer. Eric de Souza College of Europe BE-8000 Brugge (Bruges) Belgium -----Original Message-----

Sent: 13 December 2010 09:43 To: Statalist Subject: st: regress with vce(robust) and hascons Greetings

. sysuse auto, clear (1978 Automobile Data) . regress price ibn.foreign, vce(robust) hascons

------------------------------------------------------------------------------ | Robust

-------------+---------------------------------------------------------- -------------+------ foreign |

| _cons | (omitted) ------------------------------------------------------------------------------

. test 0.foreign 1.foreign ( 1) 0bn.foreign = 0 ( 2) 1.foreign = 0 F( 2, 72) = 165.64 Prob > F = 0.0000

This is the case when I omit the -vce(robust)-, as shown below. . regress price ibn.foreign, hascons

------------------------------------------------------------------------------

-------------+---------------------------------------------------------- -------------+------ foreign |

------------------------------------------------------------------------------

. test 0.foreign = 1.foreign ( 1) 0bn.foreign - 1.foreign = 0 F( 1, 72) = 0.17 Prob > F = 0.6802

Many thanks, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: RE: regress with vce(robust) and hascons***From:*DE SOUZA Eric <eric.de_souza@coleurope.eu>

**References**:**st: regress with vce(robust) and hascons***From:*"Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>

**st: RE: regress with vce(robust) and hascons***From:*DE SOUZA Eric <eric.de_souza@coleurope.eu>

- Prev by Date:
**Re: st: Blown up Std. errors in logistic regression with bootstrap** - Next by Date:
**Re: st: Blown up Std. errors in logistic regression with bootstrap** - Previous by thread:
**st: RE: regress with vce(robust) and hascons** - Next by thread:
**RE: st: RE: regress with vce(robust) and hascons** - Index(es):