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st: RE: mvreg with vce(robust)?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: mvreg with vce(robust)?
Date   Mon, 12 Jul 2010 11:44:15 +0100

Two short answers: 

1. In general, hidden options are rare in commands like -mvreg-. If an option isn't documented, it usually doesn't exist. 

2. What would that look like, theoretically or practically, given that -mvreg- is specifically for several dependent variables? 

Nick 
[email protected] 

Peter Velte

is there a way to perform mvreg with Newey-West-heteroskedasticity-robust standard errors?


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