Re: st: RE: Why not always specify robust standard errors?

["Jeremy Miles" <jeremy.miles@gmail.com>]

[snip]

> You know, this is one of the problems with using Stata.  I never used
> to have these kinds of problems with SPSS, because SPSS doesn't let
> you estimate robust standard errors!
Actually, it does, but it's fiddly.

This web page (of mine) describes how to do it with clusters
http://www.jeremymiles.co.uk/regressionbook/2006/04/huber-white-estimates-in-spss.html

Without clusters, you need to make the cluster variable an id
variable, so each cluster has n = 1.

Jeremy



--

Jeremy Miles
www.jeremymiles.co.uk
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