checkout AREG command. It allows fixed effects with robust SE.
On Tue, 13 Jan 2004, leinad nonua wrote:
> Dear users,
>
> I would like to make a robust estimation using fixed effects. Mainly, I
> would like to have fixed effect estimators with White correction. However, I
> realized xtreg in Stata does not have the option 'rob', am I wrong? If it is
> not possible, is there anyone who has programed this?
>
> Thanks a lot in advance
>
> Lei
>
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