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st: RE: xtivreg2, no constant in the outpuut?

From   "Pierre Azoulay" <>
Subject   st: RE: xtivreg2, no constant in the outpuut?
Date   Fri, 30 Jun 2006 20:11:03 -0400

Thanks for your prompt response. Your point about the validity of the
HAC-VCV standard errors in short panels is well taken. With fixed
effects, could you use "robust cluster(id)" where id is the level at
which the fixed effects are defined? I thought that for the standard
errors to be consistent, the number of clusters and the number of
observations could not increase at the same rate...



Pierre Azoulay
Associate Professor of Management
Columbia University                           Phone: (212) 854-9684
Graduate School of Business                Fax:   Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023              
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