May 5, 2021 · under -regress-, -vce(robust)- accounts for hetreoskedasticity in residual distribution, whereas -vce(cluster)- accounts for residual autocorrelation. Hence, you should …

Jan 21, 2019 · Welcome to the Stata Forum / Statalist, Please type - help factor - and check the correct command. To start, no comma after "factor" and before varlist.

Mar 13, 2019 · Hi, I am using the command reghdfe for two way clustering at the state and time levels. I have two types of models - one with fixed effects (both state and

Aug 31, 2024 · And that also didn't work, so we can rule that one out. Thank you for your time, Jonathan (Apologies in advance: I will probably post a combined R / Stata question to …

Mar 3, 2018 · In your case, the number of instruments (227) is definitely too large. As a rule of thumb, the number of instruments should never exceed the number of groups (76) and ideally …

May 20, 2021 · The cluster robust justification relies on \(N \rightarrow \infty\), so one rule-of thumb often used is that you need at least 30 clusters. In your case, 14 industries are just too …

Dec 12, 2020 · To use ivreghdfe, you must have installed three packages: ftools, reghdfe, and ivreg2 (see the online guide).

Jun 16, 2019 · there's no hard and fast rule about your query. I usually go -estat hettest-, just to have a comprehensive picture. Plotting residuals (see -help rvfplot- and -help -rvpplot-) can …

Sep 24, 2018 · The conventional one-step VCE can now be computed with an estimated variance parameter from the residuals in deviations from within-group means or forward-orthogonal …

Dec 21, 2021 · Finally, there's no reason a priori to expect the standard errors of the median and the mean of a distribution to be the same, weighted or not. I think the SE of a median is …