Re: st: RE: Why not always specify robust standard errors?

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 06:07 PM 2/13/2007, Jeremy Miles wrote:
> This web page (of mine) describes how to do it with clusters
> http://www.jeremymiles.co.uk/regressionbook/2006/04/huber-white-estimates-in-spss.html
>
> Without clusters, you need to make the cluster variable an id
> variable, so each cluster has n = 1.
>
> Jeremy
Thanks Jeremy.  Like your page says, doing it in Stata is "horribly 
easy" especially compared to SPSS.  And in fairness to SPSS, it 
actually has been able to compute robust standard errors for a while, 
and it doesn't require the add-on module you mention.  But, since it 
takes 10 pages to print out the program that does it, I don't think 
this ability is a ringing endorsement of SPSS.  The code can be found at

http://pages.infinit.net/rlevesqu/Syntax/RegressionRepeatedMeasure/WhiteSE_HCO_HC2andHC3.txt


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