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st: re: xtivreg & robust


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: xtivreg & robust
Date   Tue, 14 Oct 2008 22:59:26 -0400

< >
how is it possible to get robust standard errors (corrected for
heteroschedasticity) using xtivreg?


For fixed effects and first difference models, use -xtivreg2- (findit xtivreg2).

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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