st: Adjusting Standard Errors after Manually time demeaning the data.

[natasha agarwal <agarwana2@googlemail.com>]

Dear Everyone,

I am estimating a fixed effect model on an unbalanced panel data.
Since I wanted only robust standard errors and Stata 10 by default
reports results where the Standard Errors are clustered at the panel
identifier, I decided to manually time demean the data by using the
"center" command.

bysort number: center lnrval lnk lnw lnvfdi y14-y18, casewise prefix(c)
reg  clnrval clnk clnw clnvfdi cy14 cy15 cy16 cy17 cy18, vce(robust)

Once I obtain the results, I wanted to adjust the Standard Errors for
the degrees of freedom. I gave the following line of commands

mat b=e(b)
scalar vadj=e(df_r)/(e(N)-1-(e(df_m))
scalar vadj=e(df_r)/(e(N)-1-(e(df_m)))
matrix V=vadj*e(V)
eret post b V
ereturn display

I was not sure if this is correct since there seems to be no
difference in the standard errors reported after ereturn display.

Can anyone please help me with the same?

Thanks
Natasha
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