> My dependent variable is diff, and my independent variables are
> diff3, trend and lmis_. I have 129 subjects identified by the
> variable id. So I run two identical models with different sequencing
> of the independent variables using the latest updated Stata 8, and
> find that although the coefficients are consistent, the standard
> errors are different (see below). I would be eager to send you my
> dataset if you would like to have a closer look into the matter.
I've never worked with -sqreg-, but unless the bootstrapping procedure
inside it can take care of the clustering on id, the standard errors are
pretty much useless (as the bootstrap is with the dependent data unless
you make a Herculian effort to take the dependence into your resampling
procedure). And I don't see -id- appearing anywhere in your -sqreg-
command. Just curious.
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- [email protected]
* This e-mail and all attachments to it are not intended to provide any
* reasonable point of view and was transmitted to you in error. It
* should be immediately deleted by all recipients unless they really
* enjoy communicating with the author :). Other restrictions apply.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
