Dear Professor,
the command you suggested produce the same results of
xi: reg dependent_var independent_var group_2-group_n i.id, robust
for the fixed effect. Both are good trick for robust fe.
Anyway, it means that there aren�t direct robust estimates for panel data
(for example as in Limdep).
Thank you.
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di [email protected]
Inviato: luned� 21 febbraio 2005 17.02
A: [email protected]
Oggetto: Re: st: Robust estimates of panel data
Dear Mr. Fioramanti:
Use Stata's "areg" command for getting the robust estimates of standard
error.
areg dependent_var independent_var group_2-group_n, absorb(id) robust
HTH,
Jayesh
=====================================================================
Jayesh Kumar, Assistant Professor of Finance, Xavier Institute of
Management, Bhubaneswar (XIMB) INDIA 751 013
Visit: www.ximb.ac.in/~jayesh
"Marco Fioramanti"
<[email protected]> To:
<[email protected]>
Sent by: cc:
owner-statalist@hsphsun2. Subject: st: Robust
estimates of panel data
harvard.edu
21/02/2005 08:21 PM
Please respond to
statalist
Hi,
I have I panel of countries (n=15, t= 10) with groupwise
heteroskedasticity.
How can I get robust estimator of xtreg,fe and/or xtreg,re?
Marco Fioramanti
*
* 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/
==========================
This mail has been checked by Symantec Mail Scanner and found to be virus
free.
*
* 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/
*
* 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/
