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st: RE: Beta coefficients and Robust Cluster
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Beta coefficients and Robust Cluster
Date
Fri, 4 Feb 2011 13:17:30 +0000
What formula would you expect Stata to use to calculate beta in this circumstance? In other words, I think the logic is that the idea of a single beta is no longer valid, or no longer valid enough for StataCorp to want to print it out for you.
Nick
[email protected]
Claude Francoeur
Stata does not allow beta coefficients to be calculated along with the
robust cluster command :
regress y x robust cluster(a) beta
Why is this so and is there a way around?
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