Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: robust covariance conditional Xs (say, for a population) : how to add


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: robust covariance conditional Xs (say, for a population) : how to add
Date   Fri, 28 Oct 2011 14:47:59 -0400

Hi,

I have access to Stata 12 (for unix). I am convinced by Guido Imbens's
arguments that in some cases I investigate a conditional version of
the Huber-White standard errors would be more appropriate (and, yes,
admittedly: smaller) than the normal asymptotics. What is a good way
to use the modification for as many models as possible? Or I can only
modify one estimator at a time, say, regress.ado? Or can I get it into
all -vce- options across the board? It would also make sense for some
margins and thus marginsplot…

The paper is here: http://www.nber.org/confer/2011/LSf11/summary.html

Thanks,

Laszlo

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index