I having trouble producing heteroskedastic-robust
standard errors for a fixed effects model.
I tried xtreg y X1...XK, robust and it did not work
I do not have a lot of dummy variables so, I am presuming that
areg is not appropriate.
I also tried xtivreg as the data I am using is panel data (across
two different time periods)
Any suggestions as to what to do?
Thank you,
cheryl
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