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Re: st: white cross-section standard errors


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: white cross-section standard errors
Date   Sun, 6 Nov 2011 11:06:58 -0500

Mohammad Reza Farzanegan <Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de>:
There are many varieties of robust standard errors in Stata; see the
manual entry on -regress- for a few or see e.g.
help xtpcse
help xtgee##correlation
ssc install ivreg2
help ivreg2

On Sun, Nov 6, 2011 at 7:54 AM, Mohammad Reza Farzanegan
<Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de> wrote:
> Dear statalist participants,
>
> As you may know, EViews has 7 options to calculate the "robust" standard
> error, while as far as I know, in STATA one can only use the "robust"
> option.
>
> Now my question: Do you know a do-file in STATA to calculate white
> cross-section standard errors ( or the other options such as white period,
> white diagonal and so on)?
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