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Re: st: Robust option with panel estimations


From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: Robust option with panel estimations
Date   Tue, 10 Jun 2003 16:48:29 -0400

You can use AREG with the robust option to get Huber-White corrected standard errors for a fixed effects analysis.

Dave Jacobs

At 04:08 PM 6/10/2003 -0400, you wrote:

Dear all,

Stata provides the option "robust" with reg and ivreg commands to use Huber-White estimator of variance
Is it possible to use the Huber-White estimator with panel data? xtreg and xtivreg do not have the "robust option"

Thank you,
Leonid

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