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Re: st: white cross-section standard errors


From   Mohammad Reza Farzanegan <Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: white cross-section standard errors
Date   Mon, 07 Nov 2011 08:20:54 +0100

Thank you for your suggestions. It is however still not clear to me which option(s) in a regression exactly lead to for example to "white cross section" or "white period", "white diagonal" standard errors in STATA.


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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