Yes, but no longer in 11, where robust and cluster means the same thing. Or, at least, that is what I have understood from the discussion. I will only upgrade to 11 next month.
Eric
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Steven Archambault
Sent: 25 August 2009 17:26
To: [email protected]
Subject: Re: st: Stata 11 Random Effects--Std. Errors
Isn't this what was available in 10?
On Tue, Aug 25, 2009 at 1:36 AM, DE SOUZA Eric<[email protected]> wrote:
> Austin Nichols <[email protected]> and Mark E. Schaffer <[email protected]> requested that there be an option to produce robust, but not cluster-robust standard errors for -xtreg, re-.
>
> We will make this option available in the future.
>
> David
> [email protected]
>
>
> To avoid confusion, David, you do mean that robust (heteroscedasticity consistent) and cluster (heteroscedasticity and serial correlation consistent) options be available separately.
>
> Eric
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
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