I just updated all for both 10 and 11, but they were both up to date.
No, there is not a weight. The coefficients are exactly the same, its
just the robust standard errors. There is no difference if I run a
regression without robust.
Thanks,
Steve
On Tue, Aug 18, 2009 at 2:34 PM, Schaffer, Mark E<[email protected]> wrote:
> Are you using weights? There's a bug in Stata 11's _robust - it doesn't
> work with weights. -update all- fixes it.
>
> BTW, your posts don't seem to be going through to Statalist.
>
> --Mark
>
>> -----Original Message-----
>> From: Steven Archambault [mailto:[email protected]]
>> Sent: 18 August 2009 21:31
>> To: [email protected]; Schaffer, Mark E
>> Subject: Stata 11 Random Effects--Std. Errors
>>
>> Hi Mark (everyone),
>>
>> I am absolutely getting different Robust std. errors in the
>> results of my newly downloaded Stata 11 than my old Stata 10.
>> This occurs only for Robust Std. Errors in a Random Effects
>> regression. I loaded both versions of the program and ran
>> the same regression side by side. This has an impact on my
>> hausman test and the xtoverid test. I cannot seem to find out
>> what the difference in calculation methods are between 10 and 11.
>>
>> Any insight would be helpful.
>>
>> Thanks,
>> Steve
>>
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
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