[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: re your Statalist posting

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re your Statalist posting
Date   Mon, 1 Sep 2008 20:16:22 -0400

from help whatsnew:

20. xtreg, fe now uses vce(cluster id) when vce(robust) is specified, in light of the new results in Stock and Watson,
"Heteroskedasticity-robust standard errors for fixed-effects panel-data regression," Econometrica 76 (2008): 155-174.

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

* For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index