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st: xtmixed with vce robust or cluster robust


From   John Antonakis <[email protected]>
To   [email protected]
Subject   st: xtmixed with vce robust or cluster robust
Date   Sat, 29 Aug 2009 17:47:22 +0200

Hi:

Does anyone know why xtmixed does not allow a robust or cluster robust vce? Ditto for xtreg with maximum likelihood estimation. Does the procedure that Stata implements assures sandwich estimation?

Regards,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 28.08.2009 13:26, Yong, Sook (yong) wrote:
Hi Mark/Steve and All,

I just joined statalist yesterday. I am interested in the above topic.
I did change the xtoverid.ado to myxtoverid.ado, which suggested by
Mark. TQ.

My question is, after my estimation, what command shall I use?
xtoverid or myxtoverid? I did run myxtoverid, but they said unrecognised
command?
If I am still using xtoverid, are results already adjusted by the steps
we changed?

Please advice

Sook-Lu


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