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st: Why isn't "Robust" available to xtivreg (random effects)?


From   Suoqiao Li <[email protected]>
To   <[email protected]>
Subject   st: Why isn't "Robust" available to xtivreg (random effects)?
Date   Sun, 20 Jan 2013 13:21:10 -0500

Dear Statalist,

I just wonder why there is no "robust" or "vce(robust)" option in xtivreg for RE estimates. Using option VCE(Jacknife) or VCE(bootstrap) is too slow. On the other hand, there is no package similar to ivhettest that can handle heteroskedasticity test after xtivreg. Is there any option other than using VCE(jacknife) or VCE(bootstrap)?

Any suggestion? Thanks,

Suoqiao‏ 
 		 	   		  
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