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Re: st: Censored panel data models with heteroskedasticity


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Censored panel data models with heteroskedasticity
Date   Thu, 24 Jan 2008 12:08:52 +0000 (GMT)

--- Maarten Buis wrote:
> The name of the -robust- option sometimes leads to too much
> confidence in the results, even though the limitations are well
> documented in the User's guide: [U] 20.15. 

For a nice rant against -robust- see :

David A. Freedman (2006) "On the So-Called `Huber Sandwich Estimator'
and `Robust Standard Errors'", The American Statistician, 60(4), 
pp. 299-303. 

-- Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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