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st: RE: fe & robust


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: fe & robust
Date   Thu, 23 Feb 2006 09:02:47 -0600

-cluster()- implies robust, but it is not necessary use cluster to obtain
the robust estimate of variance.

The syntax for -areg- shows both robust and cluster() are options.

See [U] 20.14 Obtaining robust variance estimates

Scott

> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Duha Al-Kuwari
> Sent: Thursday, February 23, 2006 7:40 AM
> To: [email protected]
> Subject: st: fe & robust
> 
> can any one please tell me if this command is correct for fixed
> effects(panel)
> with robust:
> 
> areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe  , absor(company) cluster
> (company)
> 
> thanks
> duha



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