At 03:22 PM 5/20/2004 -0700, Chavis, Larry Wilson wrote:
My robust standard error estimates where much less than the original
estimates. For instance the coefficient T was estimated as -.015 and the
original standard error was .0541, while the robust standard error is
.0034. This is more than a 10 fold decrease, while what I could find in
the literature suggested that robust standard errors are usually larger
than the original standard errors.
Are you using a cluster option? This FAQ might or might not be relevant:
http://www.stata.com/support/faqs/stat/cluster.html
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