Regression with Huber variance estimates (STB-13: sg17) ---------------------------------------- ^hreg2^ [depvar [indepvars] [weight] [^if^ exp] [^in^ range] ] [^, g^roup^(^varname^)^ regress_options ] ^pweight^s, ^aweight^s, ^fweight^s, and ^iweight^s are allowed. ^hreg2^ shares the features of estimation commands; see [4] estimate. To reset problem-size limits, see ^help matsize^. Description ----------- Please see ^help hreg^ or [5s] huber for a complete description of the purpose of Huber variance estimates. ^hreg2^ performs the same estimation as ^hreg^ except that the small sample adjustment described by Rogers (1993) is made. References ---------- Rogers, William. 1993. Regression standard errors in clustered samples. ^Stata^ ^Technical Bulletin^ 13: 19-22. Also see -------- manual: [5s] huber On-line: ^help^ for ^hreg^; ^correlate^, ^deff^, ^linktest^, ^lrtest^, ^predict^, ^regress^, ^test^