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st: Robust Random Effects Estimator


From   Thorsten Nestmann <[email protected]>
To   [email protected]
Subject   st: Robust Random Effects Estimator
Date   Sat, 06 Mar 2004 12:34:29 +0100

Hi there,

I am currently trying to estimate a robust random effects regression and
was wondering whether there already exists a program/do-file to run this
regression in stata. 

Additionally, I am a bit puzzled that the chapters on robust RE
Estimation in Greene (2000) and Greene (2003) differ with respect to the
methodology and would be grateful for some thoughts on this issue.

Cheers 
Thorsten
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