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st: xtivreg2 and Driscoll-Kraay standard errors
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: xtivreg2 and Driscoll-Kraay standard errors
Date
Sat, 19 May 2012 20:02:20 -0400
<>
is it possible to use Driscoll-Kraay standard errors with the command xtivreg2 in standard regressions? I have read that xtivreg2 can be used for simple regressions as well because it allows for a lot of flexibility with respect to the assumptions about the standard errors than can be made.
-help ivreg2- (which you have installed) and search for Driscoll.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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