Hello,
on the Stata website, there is a FAQ on what articles to cite for the robust
standard errors calculated by the -, robust- option. What could the
reference for the SE robustness adjustment under -xtpcse- be? I am also
interested in how it differs statistically from -, robust-, since even when
only adjusting for heteroskedasticity the two differ (in a panel context).
Markus Poschke
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