robust standard errors stata panel data
But now I am having some trouble. The reason for robust standard errors in panel data is because the idiosyncratic errors can have heteroskedasticity or autocorrelation, or both. -----Original Message----- > > vce(opg) uses the sum of the outer product of the gradient (OPG) vectors; see[R] ml. > Papers by Thompson (2006) and by Cameron, Gelbach and Miller (2006) suggest a way to account for multiple dimensions at the same time. Study the time-invariant features within each panel, the relationships across panels, and how outcomes of interest change over time. Estimating robust standard errors in Stata 4.0 resulted in . <> This paper references Petersen's Stata code. Tue, 26 Oct 2010 13:24:06 +0000 > Now, pooled OLS leaves u (i) in the error term, which is an obvious source of autocorrelation. Review of Financial Studies 22:435-80. Thank you for considering my question. "email@example.com"
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