Re: st: -areg- versus -xtreg, fe- (revised)

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 12:09 AM 6/3/2004 +0100, Clive Nicholas wrote:
> Still, the quandary of whether or not robust standard errors under FE is
> possible remains. I notice that FE is the only model (FGLS and -areg-
> included) that reports sensible constant values for my data, which is a
> plus for me.
Whenever Stata doesn't do something it normally does, like allow robust 
standard errors, I always wonder if it is because (a) it is statistically 
inappropriate, or (b) nobody has gotten around to programming it yet.

I don't know much about XT models, but I notice that some commands (e.g. 
-xtgee-) do allow for robust standard errors, if there is any way you can 
use them instead.


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