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| From | Joseph Kwan <JXK180@bham.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: General Robust Standard errors for hetroskedasticity and Serial Correlation |
| Date | Wed, 7 Aug 2013 15:41:56 +0000 |
Hi all, I wonder if the robust command specify robust standard errors for serial correlation and hetroskedasticity? If I do not know what the cluster variable should be, should I use the robust command instead for general form of hetroskadasticity and serial correlation? So my question is vce(robust) or just robust? Which one accounts for both hetroskedasticity and Serial Correlation? Thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/