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Re: st: Stata 11 Random Effects--Std. Errors
Steven Archambault <[email protected]> is getting different robust standard
errors in Stata 11 than in Stata 10:
> 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.
Steven hasn't shown us what estimation command he is using to fit his random
effects regression, but I suspect he is using -ivreg2- or -xtivreg2- given
that he also directly contacted Mark Schaffer in his post to Statalist.
Last Friday there was an ado-file update for Stata 11 that fixed a problem
with weights and the -_robust- command.
Steven should type the following in Stata
. update query
then follow the recommendation, which will be to
. update all
if his Stata isn't already fully up-to-date.
This fix for -_robust- should resolve the differences that Steven is currently
observing.
Let me re-iterate from my original post, the bug in -_robust- (fixed in last
Friday's ado-file update) affeted only user-written commands that used
-_robust- directly; it did not affect any of Stata's official estimation
commands or any user-written estimators that used -ml- or Mata functions
-optimize()- or -moptimize()-.
Steven mentioned that he is not using weights, so I will be contacting him
directly to get to the bottom of this.
--Jeff
[email protected]
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