Re: st: white cross-section standard errors

[Mohammad Reza Farzanegan <Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de>]

Thank you for your suggestions. It is however still not clear to me  
which option(s) in a regression exactly lead to for example to "white  
cross section" or "white period", "white diagonal" standard errors in  
STATA.


> Mohammad Reza Farzanegan <Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de>:
> There are many varieties of robust standard errors in Stata; see the
> manual entry on -regress- for a few or see e.g.
> help xtpcse
> help xtgee##correlation
> ssc install ivreg2
> help ivreg2
>
> On Sun, Nov 6, 2011 at 7:54 AM, Mohammad Reza Farzanegan
> <Mohammad_Reza.Farzanegan@mailbox.tu-dresden.de> wrote:
> > Dear statalist participants,
> >
> > As you may know, EViews has 7 options to calculate the "robust" standard
> > error, while as far as I know, in STATA one can only use the "robust"
> > option.
> >
> > Now my question: Do you know a do-file in STATA to calculate white
> > cross-section standard errors ( or the other options such as white period,
> > white diagonal and so on)?
> *
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