Thursday, February 23, 2006

st: RE: fe & robust

-cluster()- implies robust, but it is not necessary use cluster to obtain the robust estimate of variance.

The syntax for -areg- shows both robust and cluster() are options.

See [U] 20.14 Obtaining robust variance estimates

Scott

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Duha Al-Kuwari > Sent: Thursday, February 23, 2006 7:40 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: fe & robust > > can any one please tell me if this command is correct for fixed > effects(panel) > with robust: > > areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe , absor(company) cluster > (company) > > thanks > duha

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