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st: Fwd: how to use a different var-cov matrix in xtreg, re
( On behalf of Miguel Sarzosa - [email protected] )
Hi,
I am estimating a panel data regression following Elbers, Lanjouw &
Lanjouw (2002) http://ideas.repec.org/p/wbk/wbrwps/2911.html. They
estimate their parameters using a var-cov matrix different that the
one that is used by default by the xtreg comand.
Is it posible for stata to run the xtreg using a different mat-cov
matrix? If it is so, how do I specify the matrix to stata?
Thanks
Miguel Sarzosa
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