Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: literature reference for robustness adjustment by -xtpcse-?


From   James Avery <[email protected]>
To   [email protected]
Subject   Re: st: literature reference for robustness adjustment by -xtpcse-?
Date   Fri, 28 Feb 2003 08:24:22 -0800 (PST)

Markus - Below is the cite used in political science.

Beck, Nathaniel, and Jonathan N. Katz. 1995. �What To
Do (and Not To Do) With Time-Series Cross-Section
Data.� American Political Science Review 89: 634-47.

James Avery

--- [email protected] wrote:
> Hello,
> 
> on the Stata website, there is a FAQ on what
> articles to cite for the robust
> standard errors calculated by the -, robust- option.
> What could the
> reference for the SE robustness adjustment under
> -xtpcse- be? I am also
> interested in how it differs statistically from -,
> robust-, since even when
> only adjusting for heteroskedasticity the two differ
> (in a panel context).
> 
> Markus Poschke
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


__________________________________________________
Do you Yahoo!?
Yahoo! Tax Center - forms, calculators, tips, more
http://taxes.yahoo.com/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index