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Re: st: pweights and robust standard errors


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: pweights and robust standard errors
Date   Tue, 10 Apr 2007 13:07:45 -0400

Justin G. Gardner --
Essentially, yes.  As a rule, [pw]=[aw]+_robust. (see -help robust-)

Answers to these types of questions are usually easy to find in the
manual or online help, but often even easier to check directly via
experimentation:
sysuse auto, clear
reg pr mpg [aw=wei], nohe
reg pr mpg [aw=wei], nohe robust
reg pr mpg [pw=wei], nohe

On 4/10/07, Justin G. Gardner <[email protected]> wrote:
When using pweights stata provides robust standard errors.  Are these standard errors computed using the Huber/White procedure?
Code Example:
reg y x1 x2 x3 [pw=myweightvariable]
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