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Re: st: ereturn display with robust

From   Ulrich Kohler <[email protected]>
To   [email protected]
Subject   Re: st: ereturn display with robust
Date   Wed, 01 Dec 2010 17:34:53 +0100

Am Mittwoch, den 01.12.2010, 10:08 -0600 schrieb Jeff Pitblado,
StataCorp LP:
> Ulrich Kohler <[email protected]> asks how to get -ereturn display- to put an
> extra label above the 'Std. Err.' column title:
> > Does anybody know how do achieve that -ereturn display- issues the word
> > "Robust" above "Std. Err." in the coefficients table of a statistical
> > model?
> -ereturn display- looks at the contents of macro -e(vcetype)- to see if it
> needs an extra label for the 'Std. Err.' column title.
> Uli can put the following in his ado-file programed estimation command to get
> -ereturn display- to label the results as having 'Robust' standard errors
> 	ereturn local vcetype Robust
> Note that -e(vcetype)- is automatically updated when -_robust- is used with
> -e(V)- directly (when the -variance()- option is not specified).

Thanks a lot. Let me add for others that this must be must be below
-ereturn post-. Although this is quite obvious if you think about it, it
was the reason why I wasn't successfull when trying out that idea
myself. Here is the code snippet that does the trick ...

ereturn post `b' `V', esample(`touse') obs(`N') depname(`y') 
ereturn local vcetype Robust
ereturn display


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