Jun Xu,
Quoting Jun Xu <[email protected]>:
> Hi, all
>
> I am estimaing a logit model with p-weight, and got robust standard error.
> If I understand it correclty, it's producing s.e. using white-huber
> method. However, I don't want those robust s.e., but normal s.e.. How to
> do that?
> Or, statistically, the robust standard errors are the only correct ones
> for estimation with p-weights?
The answer to your second question is "yes", according to the Stata manual.
See the discussion in the User's Guide, Section [U] 23.16.3 on "Sampling
weights".
Hope this helps.
--Mark
> Thanks in advance.
>
> Jun Xu
> Department of Sociology
> Indiana University
>
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
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