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st: Why isn't "Robust" available to xtivreg (random effects)?
From
Suoqiao Li <[email protected]>
To
<[email protected]>
Subject
st: Why isn't "Robust" available to xtivreg (random effects)?
Date
Sun, 20 Jan 2013 13:21:10 -0500
Dear Statalist,
I just wonder why there is no "robust" or "vce(robust)" option in xtivreg for RE estimates. Using option VCE(Jacknife) or VCE(bootstrap) is too slow. On the other hand, there is no package similar to ivhettest that can handle heteroskedasticity test after xtivreg. Is there any option other than using VCE(jacknife) or VCE(bootstrap)?
Any suggestion? Thanks,
Suoqiao
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