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Re: st: cluster robust standard errors in -xtmixed-
From
Clara Barata <[email protected]>
To
[email protected]
Subject
Re: st: cluster robust standard errors in -xtmixed-
Date
Sat, 4 Sep 2010 12:22:31 -0400
Hi
Have you looked into the residual options in xtmixed?
residual_options are by(varname) and t(varname).
by(varname) is for use within the residuals() option and
specifies that a set of distinct residual-error parameters be
estimated for each level of varname. In other words, you use
by() to model heteroskedasticity.
I hope this helps,
Clara
On Sat, Sep 4, 2010 at 10:54 AM, Hobst <[email protected]> wrote:
>
> Hello everybody
>
> Is there anything comparable to the xtreg option 'vce(robust)' or
> 'vce(cluster ...)' that can be used as option after -xtmixed-? Or is there
> any workaround available?
>
> Thank you
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/cluster-robust-standard-errors-in-xtmixed-tp5498593p5498593.html
> Sent from the Statalist mailing list archive at Nabble.com.
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