--- Ngoc Anh Vo Thi <[email protected]> wrote:
> I'm estimating a panel data model with xtreg, fe using
> Stata 8.2, and want to obtain robust standard errors
> and test stat. However, when I add the "robust"/
> "cluster" option after fe, it doesn't work. It was
> said "Option robust not allowed". I'm wondering
> whether there's a bug with my version of Stata.
There isn't a bug in your version of Stata, that option
is not allowed. If you type -help xtreg- you will find
a list of legal options, and -robust- isn't in that
list, nor is it in Stata 10.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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