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st: Fwd: how to use a different var-cov matrix in xtreg, re


From   "Sergio Correia" <[email protected]>
To   [email protected]
Subject   st: Fwd: how to use a different var-cov matrix in xtreg, re
Date   Fri, 13 Apr 2007 13:28:08 -0400

( 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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