Quantcast

cluster robust standard errors in -xtmixed-

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

cluster robust standard errors in -xtmixed-

Hobst
Hello everybody

Is there anything comparable to the xtreg option 'vce(robust)' or 'vce(cluster ...)' that can be used as option after -xtmixed-? Or is there any workaround available?

Thank you
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: cluster robust standard errors in -xtmixed-

Clara Barata
Hi
Have you looked into the residual options in xtmixed?

        residual_options are by(varname) and t(varname).

            by(varname) is for use within the residuals() option and
                specifies that a set of distinct residual-error parameters be
                estimated for each level of varname.  In other words, you use
                by() to model heteroskedasticity.

I hope this helps,
Clara

On Sat, Sep 4, 2010 at 10:54 AM, Hobst <[hidden email]> wrote:

>
> Hello everybody
>
> Is there anything comparable to the xtreg option 'vce(robust)' or
> 'vce(cluster ...)' that can be used as option after -xtmixed-? Or is there
> any workaround available?
>
> Thank you
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/cluster-robust-standard-errors-in-xtmixed-tp5498593p5498593.html
> Sent from the Statalist mailing list archive at Nabble.com.
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Loading...