Monica Fisher wrote:
> Hello. I'm wondering if anyone has insights on the following. I'm trying
> to obtain robust clustered standard errors after the "sureg" command and
> apparently I'm not using the "_robust" programming command correctly. I say
> this because I get unbelievable robust standard errors (many z-values are
> greater than 100). The commands I'm using are:
>
> sureg (s_off p2 p3 d97 age educ hhsize fsize) (s_for p2 p3 d97 age educ
> hhsize fsize)
> mat D = e(V)
> mat b = e(b)
> predict double e1, equation(#1) residuals
> predict double e2, equation(#2) residuals
> _robust e1 e2, cluster(panelid) minus(8)
> ereturn display
There is an -ml- version of -sureg- available from the Stata Press website at
http://www.stata-press.com/data/ml2.html
written by Jeff Pitbladoi as an example for the second edition of "Maximum
Likelihood Estimation with Stata". Just download ml2.zip or ml2.tar.Z and
unzip the file. The program is called nysureg.ado. Because it is writen using
-ml- it automatically inherits the -robust()- option.
Allen McDowell
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