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Re: st: Prais with vce(robust)
From
"Brian P. Poi" <[email protected]>
To
[email protected]
Subject
Re: st: Prais with vce(robust)
Date
Tue, 22 Jun 2010 08:15:45 -0500 (CDT)
On Mon, 21 Jun 2010, Thomas Jacobs wrote:
Brian,
Thanks for the update. In the meantime, am I best off simply using
robust without vce (regress y x, robust) or going back to version 10.1
in my program?
Tom
Tom,
If you need to use Prais-Winsten or Cochrane-Orcutt regression with robust
standard errors, you'll need to do so in version 10.1 until we get the fix
out. Of course, if you just want to do plain regression with robust
standard errors, you can just use -regress- in Stata 11 instead. One
other alternative would be to use -newey- to obtain Newey-West standard
errors; they are robust to autocorrelation.
-- Brian Poi
-- [email protected]
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