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st: st: xtoverid and reporting robust variance-c​ovariance matrix after xthtaylor


From   Kwansoo Kim <kwankimk@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: st: xtoverid and reporting robust variance-c​ovariance matrix after xthtaylor
Date   Wed, 10 Aug 2011 22:43:18 -0500

Hi all,
"xtoverid" command has been very helpful in generating robust standard
errors after xthtaylor in the presence of heteroscedasticity...
However, it is not clear how to produce robust variance-covariance
matrix (the one used to generate robust standard errors in xtoverid).
I would need this matrix for Wald test, etc. If you could help me on
this, it would be great.
Thanks a lot.
Kwansoo
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