Gaetano Coletta wrote:
> Dear statalist users,
> is there a way to obtain robust variance estimates using
> xtlsdvc to regress a dynamic panel model?
-xtlsdvc- calculates the variance-covariance
matrix of the bias-corrected LSDV estimator by using
a parametric bootstrap method, which assumes normality
and homoscedasticity of the (i,t) disturbances.
Details on the bias-correction and the var/cov estimation
are found in my paper:
http://www.cespri.unibocconi.it/folder.php?vedi=2740&tbn=albero&id_folder=1917
Giovanni Bruno
(author of xtlsdvc)
--
Giovanni Bruno
Istituto di Economia Politica, Universit� Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
*
* 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/
