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Re: st: Question about e(vcetype)


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Question about e(vcetype)
Date   Tue, 6 Feb 2007 23:00:41 -0600

Mark,

try my -cfa1- with -vce(sbentler)- option :)). I do -repost- the
variance-covariance matrix in it, just like Jeff P. said. I don't
personally like the estimator (the usual -robust- is better), but it
is a standard one in structural equation modeling.

On 2/6/07, Schaffer, Mark E <[email protected]> wrote:
More seriously, is there any harm, for example, in writing an estimator
that saves e(vcetype) as "Het.-Rob." if the vce is Eicker-Huber-White
heteroskedastic-robust, and "Clust.-Rob." if it's cluster-robust?
--
Stas Kolenikov
http://stas.kolenikov.name
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