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st: xtivreg2, robust error


From   Ari Dothan <ari.dothan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2, robust error
Date   Mon, 2 Jul 2012 13:47:19 +0300

Hi all,
I use xtivreg2 regressions specifying "fe gmm2s bw(3)".
In some cases I get more efficient results (smaller standard error)
when specifying "fe gmm2s bw(3) robust" than without the "robust"
requirement.
How could this be explained?
Thanking you

-- 
Ari Dothan
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