I am using the xtgee command to get robust standard error estimates for a
random-effects panel data model. (i.e. xtgee..., family(gauss) link(ident)
robust). p.446 of manual S-Z (last sentence, first paragaph) has a sentence
that implies these robust standard errors are correct even if the
panel-specific
effect is correlated with the regressors. Can anyone tell me if I am
interpreting this statement correctly ? And do you know what the reference
behind this statement is ?
Thank you,
Bo Cutter
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