< >
how is it possible to get robust standard errors (corrected for
heteroschedasticity) using xtivreg?
For fixed effects and first difference models, use -xtivreg2- (findit
xtivreg2).
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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