-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Austin Nichols
Sent: 25 August 2009 18:03
To: [email protected]
Subject: Re: st: Stata 11 Random Effects--Std. Errors
Ah--interesting, and I applaud the terminology change! Robust is certainly an ambiguous description, as is sandwich, whereas het-robust and cluster-robust are fairly specific (esp. when combined with a reference to the literature). Maybe new vce() term hrobust or hetrobust? Please don't make us spell out heteroskedasticity... ;)
McCulloch, J.H. 1985. "On Heteros*edasticity." Econometrica 53(2): 483.
http://www.jstor.org/stable/1911250
Pace McCulloch, in Classical Latin the "g" is hard and the "c" sounds like "k".
Although in Ecclesiastical Latin, the "g" is soft and the c has a "ch" sound.
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
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