Re: st: random effects with robust errors?

[Joseph Coveney <jcoveney@bigplanet.com>]

Jasminka Ninkovic wrote:

Does somebody know how to estimate random effects with robust standard
errors?

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For a single-level random effects model,

xtreg , i() re vce(robust)


For a multi-level model, try

gllamm , i() robust


Joseph Coveney


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