Tuesday, February 28, 2006

st: Robust se, t statistics with panel data


Apologies if this is a basic question...

I would like to obtain ROBUST standard errors and t-statistics in a panel data regression that I am running (with 2-way fixed effects). The 'robust' command does not appear to work with panel data, it gives an error message. Theoretically, I thought that it should be possible to get these. Is there another command I should use instead? (I am using Stata 8).

Thank you! Yasmine

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