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st: st: xtoverid and reporting robust variance-covariance matrix after xthtaylor
From
Kwansoo Kim <[email protected]>
To
[email protected]
Subject
st: st: xtoverid and reporting robust variance-covariance matrix after xthtaylor
Date
Wed, 10 Aug 2011 22:43:18 -0500
Hi all,
"xtoverid" command has been very helpful in generating robust standard
errors after xthtaylor in the presence of heteroscedasticity...
However, it is not clear how to produce robust variance-covariance
matrix (the one used to generate robust standard errors in xtoverid).
I would need this matrix for Wald test, etc. If you could help me on
this, it would be great.
Thanks a lot.
Kwansoo
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